+601.0%
MPC vs STLA
-74.6%
+675.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | +11.2% | -13.8% | +25.0% | +14.0% |
| 30D | -14.5% | -10.5% | -4.0% | -13.2% |
| 3M | +16.7% | -28.9% | +45.5% | +22.9% |
| 6M | +67.6% | -49.7% | +117.3% | +87.6% |
| YTD | +157.9% | -64.9% | +222.8% | +208.8% |
| 1Y | +116.7% | -64.0% | +180.7% | +156.9% |
| 3Y | +199.8% | -77.4% | +277.2% | +283.7% |
| All | +601.0% | -74.6% | +675.6% | +748.1% |
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 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