+3,426.5%
STX vs MCD
+177.3%
+3,249.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.9% | +6.8% |
| 7D | +2.4% | -2.8% | +5.2% | +3.3% |
| 30D | +1.4% | -6.0% | +7.4% | +3.3% |
| 3M | -8.2% | -5.6% | -2.6% | -7.6% |
| 6M | +127.0% | -21.9% | +148.9% | +145.6% |
| YTD | +209.1% | -14.7% | +223.9% | +222.8% |
| 1Y | +365.4% | -17.3% | +382.7% | +389.8% |
| 3Y | +1,135.4% | -2.2% | +1,137.5% | +1,092.2% |
| 5Y | +991.5% | +20.3% | +971.2% | +853.6% |
| All | +3,426.5% | +177.3% | +3,249.3% | +2,296.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 10y: compounded portfolio wealth divided by compounded MCD 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…
10y analysis · Full analysis span regression · 6 months rolling