+103.1%
STT vs MKC
-35.5%
+138.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +4.8% | -3.0% | +7.7% | +5.3% |
| 30D | +3.9% | +4.8% | -0.9% | +2.9% |
| 3M | -8.2% | -12.8% | +4.7% | -6.0% |
| 6M | +15.6% | +5.0% | +10.6% | +13.4% |
| YTD | +37.6% | -29.1% | +66.7% | +47.3% |
| 1Y | +50.1% | -26.4% | +76.5% | +58.9% |
| 3Y | +183.1% | -21.6% | +204.7% | +192.1% |
| All | +103.1% | -35.5% | +138.6% | +129.1% |
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 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