+534.5%
MPC vs STRL
+779.4%
-244.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.5% |
| 7D | -16.2% | -26.9% | +10.7% | -13.8% |
| 30D | -15.7% | -52.7% | +36.9% | -10.1% |
| 3M | +24.9% | -52.8% | +77.7% | +32.8% |
| 6M | +52.7% | -71.5% | +124.1% | +68.5% |
| YTD | +131.9% | -17.4% | +149.3% | +120.4% |
| 1Y | +96.6% | -35.0% | +131.6% | +92.4% |
| 3Y | +163.8% | +239.2% | -75.4% | +82.7% |
| All | +534.5% | +779.4% | -244.9% | +205.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling