+601.0%
MPC vs STRL
+906.9%
-305.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.7% |
| 7D | +11.2% | +15.7% | -4.4% | +9.6% |
| 30D | -14.5% | -35.5% | +21.0% | -11.4% |
| 3M | +16.7% | -47.1% | +63.8% | +22.6% |
| 6M | +67.6% | -65.8% | +133.3% | +81.6% |
| YTD | +157.9% | -4.5% | +162.4% | +141.7% |
| 1Y | +116.7% | -10.5% | +127.1% | +104.2% |
| 3Y | +199.8% | +340.6% | -140.9% | +99.9% |
| All | +601.0% | +906.9% | -305.8% | +229.1% |
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