+237.4%
MP vs STLA
-26.2%
+263.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.5% | -4.1% |
| 7D | -19.0% | -5.5% | -13.4% | -17.1% |
| 30D | -30.5% | -3.7% | -26.8% | -29.7% |
| 3M | -29.6% | -21.1% | -8.4% | -23.1% |
| 6M | -50.4% | -38.3% | -12.1% | -40.3% |
| YTD | -33.2% | -59.2% | +26.0% | -6.7% |
| 1Y | -38.6% | -56.7% | +18.1% | -17.5% |
| 3Y | +105.5% | -74.3% | +179.8% | +251.5% |
| 5Y | -7.8% | -70.2% | +62.4% | +35.9% |
| All | +237.4% | -26.2% | +263.6% | +265.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 all: compounded portfolio wealth divided by compounded STLA 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…
all analysis · Full analysis span regression · 6 months rolling