+16,706.2%
STX vs MCK
+3,912.5%
+12,793.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +9.6% | -3.6% | +13.1% | +10.8% |
| 30D | +10.6% | +1.4% | +9.2% | +9.7% |
| 3M | +4.8% | +13.8% | -9.0% | -1.5% |
| 6M | +137.3% | -5.2% | +142.4% | +136.7% |
| YTD | +222.5% | +9.0% | +213.5% | +202.5% |
| 1Y | +366.2% | +26.9% | +339.3% | +311.2% |
| 3Y | +1,352.9% | +114.7% | +1,238.2% | +901.2% |
| 5Y | +1,077.4% | +347.1% | +730.3% | +487.4% |
| 10Y | +3,621.5% | +446.4% | +3,175.1% | +1,472.8% |
| All | +16,706.2% | +3,912.5% | +12,793.7% | +2,948.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling