+1,283.9%
STX vs MCK
+112.3%
+1,171.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -2.3% | -2.9% | +0.7% | -2.9% |
| 30D | -5.5% | +0.4% | -5.9% | -5.3% |
| 3M | -4.3% | +12.1% | -16.4% | -1.5% |
| 6M | +115.6% | -5.4% | +121.1% | +120.9% |
| YTD | +202.2% | +7.8% | +194.4% | +212.2% |
| 1Y | +325.3% | +22.9% | +302.3% | +345.2% |
| 3Y | +1,283.9% | +110.7% | +1,173.2% | +1,335.3% |
| All | +1,283.9% | +112.3% | +1,171.6% | +1,335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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