+3,005.7%
MPC vs STRL
+1,738.5%
+1,267.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -13.9% | +10.0% | -1.4% |
| 7D | -12.8% | -34.6% | +21.8% | -6.2% |
| 30D | -12.7% | -56.7% | +43.9% | +0.8% |
| 3M | +27.1% | -54.4% | +81.5% | +44.5% |
| 6M | +45.8% | -69.7% | +115.5% | +74.3% |
| YTD | +134.7% | -20.2% | +154.9% | +121.1% |
| 1Y | +106.0% | -40.6% | +146.6% | +105.1% |
| 3Y | +165.5% | +221.7% | -56.2% | +65.6% |
| 5Y | +540.9% | +799.0% | -258.1% | +198.6% |
| 10Y | +1,133.6% | +3,451.5% | -2,317.8% | +304.5% |
| All | +3,005.7% | +1,738.5% | +1,267.2% | +1,027.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling