+1,106.2%
MPC vs STLA
+21.0%
+1,085.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | -9.4% | -6.4% | -3.1% | -7.4% |
| 30D | -14.3% | -1.3% | -13.0% | -14.6% |
| 3M | +31.1% | -19.9% | +51.0% | +39.6% |
| 6M | +60.3% | -42.9% | +103.2% | +91.1% |
| YTD | +142.5% | -59.4% | +201.9% | +219.0% |
| 1Y | +104.6% | -56.8% | +161.4% | +160.6% |
| 3Y | +191.7% | -73.1% | +264.8% | +324.7% |
| 5Y | +549.2% | -70.1% | +619.3% | +746.0% |
| 10Y | +1,106.2% | +19.8% | +1,086.4% | +812.1% |
| All | +1,106.2% | +21.0% | +1,085.2% | +812.1% |
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 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