+45.8%
MPC vs STRL
-66.4%
+112.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -13.9% | +10.0% | -3.2% |
| 7D | -12.8% | -34.6% | +21.8% | -11.2% |
| 30D | -12.7% | -56.7% | +43.9% | -11.5% |
| 3M | +27.1% | -54.4% | +81.5% | +28.8% |
| 6M | +45.8% | -69.7% | +115.5% | +48.7% |
| All | +45.8% | -66.4% | +112.2% | +48.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling