+73.2%
STX vs MCD
-3.5%
+76.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.8% | +8.0% | +11.4% |
| 7D | -14.8% | +5.9% | -20.7% | -9.6% |
| 30D | -35.4% | +19.6% | -55.0% | -23.1% |
| 3M | -37.7% | +3.3% | -40.9% | -35.1% |
| 6M | -35.2% | +3.5% | -38.7% | -30.2% |
| YTD | +84.4% | -6.1% | +90.5% | +106.4% |
| All | +73.2% | -3.5% | +76.6% | +96.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling