+3,005.7%
MPC vs STLA
+28.0%
+2,977.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.6% | -2.7% |
| 7D | -12.8% | -5.5% | -7.2% | -11.5% |
| 30D | -12.7% | -3.7% | -9.0% | -12.3% |
| 3M | +27.1% | -21.1% | +48.2% | +34.0% |
| 6M | +45.8% | -38.3% | +84.1% | +62.8% |
| YTD | +134.7% | -59.2% | +193.9% | +188.4% |
| 1Y | +106.0% | -56.7% | +162.7% | +147.5% |
| 3Y | +165.5% | -74.3% | +239.8% | +257.8% |
| 5Y | +540.9% | -70.2% | +611.1% | +696.5% |
| 10Y | +1,133.6% | +23.4% | +1,110.3% | +983.9% |
| All | +3,005.7% | +28.0% | +2,977.7% | +3,155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling