+101.9%
MPC vs STLA
-57.6%
+159.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | -9.4% | -6.4% | -3.1% | -9.8% |
| 30D | -14.3% | -1.3% | -13.0% | -14.3% |
| 3M | +31.1% | -19.9% | +51.0% | +28.3% |
| 6M | +60.3% | -42.9% | +103.2% | +51.2% |
| YTD | +142.5% | -59.4% | +201.9% | +134.3% |
| All | +101.9% | -57.6% | +159.5% | +94.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling