+352.5%
STX vs MCD
-16.2%
+368.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.9% | +4.9% |
| 7D | +2.4% | -2.8% | +5.2% | -0.3% |
| 30D | +1.4% | -6.0% | +7.4% | -4.1% |
| 3M | -8.2% | -5.6% | -2.6% | -10.4% |
| 6M | +127.0% | -21.9% | +148.9% | +111.9% |
| YTD | +209.1% | -14.7% | +223.9% | +205.1% |
| All | +352.5% | -16.2% | +368.7% | +348.3% |
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