+588.0%
STX vs MCD
+10.9%
+577.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.3% |
| 7D | -28.5% | +7.1% | -35.6% | -27.0% |
| 30D | -42.9% | +19.8% | -62.7% | -40.3% |
| 3M | -45.9% | +0.8% | -46.7% | -45.2% |
| 6M | -41.3% | -1.3% | -40.0% | -39.9% |
| YTD | +67.9% | -7.8% | +75.7% | +74.0% |
| 1Y | +66.5% | -5.0% | +71.5% | +71.4% |
| 3Y | +588.0% | +10.5% | +577.4% | +602.9% |
| All | +588.0% | +10.9% | +577.0% | +602.9% |
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