+3,476.8%
STX vs MKC
+29.3%
+3,447.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.5% |
| 7D | +8.0% | -2.8% | +10.8% | +8.5% |
| 30D | +5.1% | -3.4% | +8.5% | +5.5% |
| 3M | +5.8% | +3.8% | +2.0% | +3.9% |
| 6M | +124.9% | -17.9% | +142.9% | +133.6% |
| YTD | +213.9% | -23.6% | +237.5% | +230.8% |
| 1Y | +350.4% | -23.1% | +373.5% | +371.4% |
| 3Y | +1,314.2% | -31.5% | +1,345.7% | +1,417.1% |
| 5Y | +1,092.8% | -33.1% | +1,125.9% | +1,174.5% |
| All | +3,476.8% | +29.3% | +3,447.5% | +2,788.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MKC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling