+92.7%
STX vs MCD
-6.3%
+99.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.6% | +12.6% | +7.5% |
| 7D | -1.0% | -1.9% | +1.0% | -2.9% |
| 30D | -26.8% | +16.6% | -43.4% | -14.8% |
| 3M | -32.7% | +0.9% | -33.7% | -31.2% |
| 6M | -33.7% | +1.5% | -35.2% | -30.0% |
| YTD | +101.0% | -8.3% | +109.3% | +121.8% |
| 1Y | +92.7% | -8.1% | +100.8% | +112.7% |
| All | +92.7% | -6.3% | +99.0% | +112.7% |
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