+191.7%
MPC vs STRL
+337.2%
-145.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +15.0% | -10.4% | +3.6% |
| 7D | -9.4% | -13.3% | +3.9% | -8.7% |
| 30D | -14.3% | -43.3% | +29.0% | -11.9% |
| 3M | +31.1% | -46.9% | +78.0% | +34.9% |
| 6M | +60.3% | -65.6% | +125.9% | +68.0% |
| YTD | +142.5% | -5.1% | +147.6% | +132.4% |
| 1Y | +104.6% | -23.1% | +127.6% | +99.3% |
| 3Y | +191.7% | +346.8% | -155.1% | +128.0% |
| All | +191.7% | +337.2% | -145.5% | +128.0% |
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 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