+163.8%
MPC vs STLA
-74.0%
+237.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -16.2% | -4.5% | -11.7% | -15.8% |
| 30D | -15.7% | -3.9% | -11.8% | -15.5% |
| 3M | +24.9% | -20.2% | +45.1% | +27.7% |
| 6M | +52.7% | -42.2% | +94.8% | +62.2% |
| YTD | +131.9% | -59.3% | +191.2% | +161.0% |
| 1Y | +96.6% | -56.1% | +152.7% | +116.5% |
| 3Y | +163.8% | -73.7% | +237.4% | +194.9% |
| All | +163.8% | -74.0% | +237.8% | +194.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling