+180.6%
MPC vs STRL
+484.5%
-303.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.4% | 0.0% |
| 7D | +5.4% | +3.4% | +2.0% | +5.2% |
| 30D | +31.0% | -9.2% | +40.2% | +31.5% |
| 3M | +46.0% | -51.0% | +97.1% | +51.3% |
| 6M | +77.3% | +15.8% | +61.5% | +71.0% |
| YTD | +141.9% | +58.9% | +83.0% | +126.4% |
| 1Y | +120.9% | +68.5% | +52.4% | +104.2% |
| All | +180.6% | +484.5% | -303.9% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling