+180.6%
MPC vs STLA
-64.3%
+244.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +5.4% | +2.6% | +2.9% | +5.1% |
| 30D | +31.0% | -1.2% | +32.2% | +31.0% |
| 3M | +46.0% | -24.8% | +70.8% | +51.1% |
| 6M | +77.3% | -25.6% | +102.9% | +82.2% |
| YTD | +141.9% | -48.9% | +190.9% | +165.6% |
| 1Y | +120.9% | -38.8% | +159.7% | +129.4% |
| All | +180.6% | -64.3% | +244.9% | +213.7% |
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