+582.3%
MPC vs STLA
-72.6%
+654.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.5% | +6.9% | +4.0% |
| 7D | +2.6% | -11.6% | +14.2% | +4.8% |
| 30D | -12.2% | -6.2% | -6.0% | -11.5% |
| 3M | +20.1% | -24.6% | +44.7% | +25.3% |
| 6M | +60.6% | -44.9% | +105.5% | +77.0% |
| YTD | +150.6% | -62.3% | +212.8% | +196.5% |
| 1Y | +104.7% | -61.8% | +166.5% | +140.6% |
| 3Y | +194.5% | -75.3% | +269.8% | +270.7% |
| 5Y | +582.3% | -72.5% | +654.8% | +713.7% |
| All | +582.3% | -72.6% | +654.8% | +713.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling