+120.9%
MPC vs STRL
+76.3%
+44.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.4% | +0.2% |
| 7D | +5.4% | +3.4% | +2.0% | +5.4% |
| 30D | +31.0% | -9.2% | +40.2% | +31.1% |
| 3M | +46.0% | -51.0% | +97.1% | +48.2% |
| 6M | +77.3% | +15.8% | +61.5% | +74.3% |
| YTD | +141.9% | +58.9% | +83.0% | +133.3% |
| 1Y | +120.9% | +68.5% | +52.4% | +117.3% |
| All | +120.9% | +76.3% | +44.6% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling