+113.2%
MPC vs STRL
-22.3%
+135.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | +9.4% | +23.4% | -14.0% | +8.3% |
| 30D | -13.4% | -39.5% | +26.1% | -12.6% |
| 3M | +18.9% | -45.1% | +63.9% | +20.1% |
| 6M | +64.9% | -64.6% | +129.5% | +68.0% |
| YTD | +156.8% | -1.5% | +158.3% | +150.3% |
| 1Y | +113.2% | -20.8% | +134.0% | +112.0% |
| All | +113.2% | -22.3% | +135.4% | +112.0% |
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