+71.6%
STX vs MCD
-3.2%
+74.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.7% |
| 7D | -17.3% | +7.3% | -24.5% | -11.3% |
| 30D | -35.9% | +20.0% | -55.9% | -23.7% |
| 3M | -37.3% | +3.8% | -41.1% | -34.4% |
| 6M | -35.8% | +3.8% | -39.6% | -30.7% |
| YTD | +82.7% | -5.9% | +88.6% | +105.1% |
| 1Y | +71.6% | -3.2% | +74.9% | +95.0% |
| All | +71.6% | -3.2% | +74.8% | +95.0% |
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