+11,526.8%
STRL vs MKC
+1,885.3%
+9,641.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -1.1% | +16.0% | +15.1% |
| 7D | -13.3% | -1.9% | -11.4% | -13.3% |
| 30D | -43.3% | +8.0% | -51.3% | -44.2% |
| 3M | -46.9% | -8.6% | -38.2% | -46.5% |
| 6M | -65.6% | +1.1% | -66.6% | -66.1% |
| YTD | -5.1% | -27.7% | +22.6% | -2.0% |
| 1Y | -23.1% | -23.7% | +0.7% | -21.3% |
| 3Y | +346.8% | -19.4% | +366.2% | +345.3% |
| 5Y | +907.2% | -33.3% | +940.5% | +925.8% |
| 10Y | +3,988.2% | +24.0% | +3,964.2% | +3,660.2% |
| All | +11,526.8% | +1,885.3% | +9,641.5% | +10,090.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling