+6,565.3%
STT vs MKC
+3,068.3%
+3,497.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.5% |
| 7D | +4.8% | -3.0% | +7.7% | +5.8% |
| 30D | +3.9% | +4.8% | -0.9% | +2.0% |
| 3M | -8.2% | -12.8% | +4.7% | -4.4% |
| 6M | +15.6% | +5.0% | +10.6% | +12.3% |
| YTD | +37.6% | -29.1% | +66.7% | +50.9% |
| 1Y | +50.1% | -26.4% | +76.5% | +62.4% |
| 3Y | +183.1% | -21.6% | +204.7% | +195.4% |
| 5Y | +104.8% | -35.2% | +140.1% | +124.6% |
| 10Y | +201.9% | +25.6% | +176.2% | +152.8% |
| All | +6,565.3% | +3,068.3% | +3,497.0% | +2,261.9% |
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