+3,574.7%
STX vs MKC
+30.3%
+3,544.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | +9.6% | -4.3% | +13.9% | +10.4% |
| 30D | +10.6% | -3.1% | +13.7% | +11.0% |
| 3M | +4.8% | +6.8% | -2.0% | +2.3% |
| 6M | +137.3% | -18.3% | +155.6% | +146.8% |
| YTD | +222.5% | -23.1% | +245.5% | +239.4% |
| 1Y | +366.2% | -23.7% | +389.9% | +389.7% |
| 3Y | +1,352.9% | -31.0% | +1,383.9% | +1,456.6% |
| 5Y | +1,077.4% | -33.5% | +1,111.0% | +1,163.1% |
| All | +3,574.7% | +30.3% | +3,544.4% | +2,863.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling