+1,079.5%
MPC vs STLA
+18.3%
+1,061.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -16.2% | -4.5% | -11.7% | -15.0% |
| 30D | -15.7% | -3.9% | -11.8% | -15.2% |
| 3M | +24.9% | -20.2% | +45.1% | +33.2% |
| 6M | +52.7% | -42.2% | +94.8% | +81.1% |
| YTD | +131.9% | -59.3% | +191.2% | +204.6% |
| 1Y | +96.6% | -56.1% | +152.7% | +148.5% |
| 3Y | +163.8% | -73.7% | +237.4% | +288.2% |
| 5Y | +533.1% | -70.3% | +603.4% | +728.4% |
| All | +1,079.5% | +18.3% | +1,061.1% | +815.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling