+1,383.2%
STX vs MKC
-29.9%
+1,413.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.4% |
| 7D | +10.7% | -4.3% | +15.1% | +10.0% |
| 30D | +11.3% | -2.0% | +13.3% | +10.9% |
| 3M | +3.2% | +10.0% | -6.8% | +4.3% |
| 6M | +157.0% | -18.5% | +175.5% | +164.1% |
| YTD | +229.2% | -22.4% | +251.6% | +240.8% |
| 1Y | +381.8% | -23.6% | +405.5% | +400.5% |
| 3Y | +1,383.2% | -30.4% | +1,413.6% | +1,443.5% |
| All | +1,383.2% | -29.9% | +1,413.0% | +1,443.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling