+183.1%
STT vs MKC
-21.4%
+204.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +4.8% | -3.0% | +7.7% | +5.1% |
| 30D | +3.9% | +4.8% | -0.9% | +3.3% |
| 3M | -8.2% | -12.8% | +4.7% | -6.9% |
| 6M | +15.6% | +5.0% | +10.6% | +13.9% |
| YTD | +37.6% | -29.1% | +66.7% | +45.6% |
| 1Y | +50.1% | -26.4% | +76.5% | +57.1% |
| 3Y | +183.1% | -21.6% | +204.7% | +195.4% |
| All | +183.1% | -21.4% | +204.5% | +195.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling