+635.3%
STX vs MCD
+13.5%
+621.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.8% |
| 7D | -17.3% | +7.3% | -24.5% | -15.6% |
| 30D | -35.9% | +20.0% | -55.9% | -33.0% |
| 3M | -37.3% | +3.8% | -41.1% | -36.0% |
| 6M | -35.8% | +3.8% | -39.6% | -34.2% |
| YTD | +82.7% | -5.9% | +88.6% | +90.2% |
| 1Y | +71.6% | -3.2% | +74.9% | +77.6% |
| 3Y | +635.3% | +13.3% | +622.0% | +658.4% |
| All | +635.3% | +13.5% | +621.8% | +658.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling