+16,011.1%
STX vs MCD
+2,689.5%
+13,321.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.9% | +7.0% |
| 7D | +2.4% | -2.8% | +5.2% | +3.6% |
| 30D | +1.4% | -6.0% | +7.4% | +3.9% |
| 3M | -8.2% | -5.6% | -2.6% | -7.4% |
| 6M | +127.0% | -21.9% | +148.9% | +148.6% |
| YTD | +209.1% | -14.7% | +223.9% | +225.2% |
| 1Y | +365.4% | -17.3% | +382.7% | +393.6% |
| 3Y | +1,135.4% | -2.2% | +1,137.5% | +1,091.5% |
| 5Y | +991.5% | +20.3% | +971.2% | +848.1% |
| 10Y | +3,695.8% | +180.7% | +3,515.1% | +2,015.0% |
| All | +16,011.1% | +2,689.5% | +13,321.6% | +4,218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling