+449.2%
STX vs MCD
+25.1%
+424.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -17.3% | +7.3% | -24.5% | -17.4% |
| 30D | -35.9% | +20.0% | -55.9% | -36.6% |
| 3M | -37.3% | +3.8% | -41.1% | -37.1% |
| 6M | -35.8% | +3.8% | -39.6% | -35.9% |
| YTD | +82.7% | -5.9% | +88.6% | +88.0% |
| 1Y | +71.6% | -3.2% | +74.9% | +74.4% |
| 3Y | +635.3% | +13.3% | +622.0% | +584.5% |
| All | +449.2% | +25.1% | +424.0% | +376.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling