+7,325.6%
STT vs MKC
+3,376.8%
+3,948.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.5% |
| 7D | +0.5% | -5.9% | +6.4% | +2.5% |
| 30D | +3.9% | -0.9% | +4.7% | +4.0% |
| 3M | +20.0% | +12.7% | +7.2% | +14.4% |
| 6M | +55.3% | -19.3% | +74.6% | +64.8% |
| YTD | +53.3% | -22.2% | +75.5% | +63.8% |
| 1Y | +74.7% | -23.3% | +98.0% | +86.9% |
| 3Y | +205.8% | -30.0% | +235.8% | +233.4% |
| 5Y | +145.0% | -33.8% | +178.8% | +168.1% |
| 10Y | +266.0% | +24.4% | +241.6% | +209.3% |
| All | +7,325.6% | +3,376.8% | +3,948.9% | +2,462.8% |
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