+1,135.3%
MPC vs STRL
+4,073.8%
-2,938.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.5% | +2.4% |
| 7D | +2.6% | +7.1% | -4.5% | +0.9% |
| 30D | -12.2% | -39.4% | +27.2% | -4.1% |
| 3M | +20.1% | -43.0% | +63.0% | +31.8% |
| 6M | +60.6% | -65.0% | +125.6% | +89.9% |
| YTD | +150.6% | -0.8% | +151.4% | +120.8% |
| 1Y | +104.7% | -20.3% | +124.9% | +88.9% |
| 3Y | +194.5% | +356.5% | -162.0% | +48.0% |
| 5Y | +582.3% | +952.8% | -370.6% | +141.7% |
| 10Y | +1,135.3% | +3,877.1% | -2,741.8% | +175.8% |
| All | +1,135.3% | +4,073.8% | -2,938.5% | +175.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling