+1,077.4%
STX vs MKC
-34.7%
+1,112.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | +9.6% | -4.3% | +13.9% | +9.6% |
| 30D | +10.6% | -3.1% | +13.7% | +10.5% |
| 3M | +4.8% | +6.8% | -2.0% | +4.1% |
| 6M | +137.3% | -18.3% | +155.6% | +144.9% |
| YTD | +222.5% | -23.1% | +245.5% | +236.0% |
| 1Y | +366.2% | -23.7% | +389.9% | +385.6% |
| 3Y | +1,352.9% | -31.0% | +1,383.9% | +1,442.7% |
| 5Y | +1,077.4% | -33.5% | +1,111.0% | +1,187.6% |
| All | +1,077.4% | -34.7% | +1,112.1% | +1,187.6% |
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 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