+476.2%
STX vs MKC
-35.5%
+511.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.0% |
| 7D | +14.6% | -3.0% | +17.6% | +14.4% |
| 30D | -26.0% | +4.8% | -30.8% | -25.8% |
| 3M | -42.6% | -12.8% | -29.8% | -42.6% |
| 6M | -35.3% | +5.0% | -40.3% | -36.1% |
| YTD | +92.5% | -29.1% | +121.5% | +100.7% |
| 1Y | +102.4% | -26.4% | +128.8% | +109.2% |
| 3Y | +673.8% | -21.6% | +695.5% | +677.8% |
| All | +476.2% | -35.5% | +511.7% | +578.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling