+2,071.0%
STX vs MCD
+219.3%
+1,851.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.8% | +8.0% | +9.3% |
| 7D | -14.8% | +5.9% | -20.7% | -16.3% |
| 30D | -35.4% | +19.6% | -55.0% | -39.0% |
| 3M | -37.7% | +3.3% | -40.9% | -38.5% |
| 6M | -35.2% | +3.5% | -38.7% | -36.8% |
| YTD | +84.4% | -6.1% | +90.5% | +86.5% |
| 1Y | +82.3% | -3.7% | +85.9% | +81.8% |
| 3Y | +646.2% | +13.4% | +632.9% | +582.0% |
| 5Y | +487.4% | +25.2% | +462.3% | +409.7% |
| 10Y | +2,071.0% | +211.3% | +1,859.8% | +1,358.6% |
| All | +2,071.0% | +219.3% | +1,851.8% | +1,358.6% |
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