+2,125.4%
STRL vs MKC
-34.7%
+2,160.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.5% |
| 7D | +8.2% | -4.3% | +12.5% | +7.5% |
| 30D | -6.3% | -3.1% | -3.2% | -6.7% |
| 3M | -41.2% | +6.8% | -48.0% | -40.6% |
| 6M | +20.4% | -18.3% | +38.7% | +20.7% |
| YTD | +61.7% | -23.1% | +84.7% | +62.0% |
| 1Y | +72.7% | -23.7% | +96.4% | +73.3% |
| 3Y | +530.9% | -31.0% | +561.9% | +530.7% |
| 5Y | +2,125.4% | -33.5% | +2,158.9% | +2,154.0% |
| All | +2,125.4% | -34.7% | +2,160.1% | +2,154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling