+1,079.5%
MPC vs STT
+204.5%
+874.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -16.2% | -2.5% | -13.7% | -15.0% |
| 30D | -15.7% | -5.0% | -10.8% | -13.4% |
| 3M | +24.9% | -10.5% | +35.4% | +32.7% |
| 6M | +52.7% | +10.0% | +42.6% | +41.8% |
| YTD | +131.9% | +30.7% | +101.2% | +90.9% |
| 1Y | +96.6% | +43.8% | +52.9% | +52.0% |
| 3Y | +163.8% | +168.1% | -4.3% | +32.7% |
| 5Y | +533.1% | +101.4% | +431.7% | +259.7% |
| All | +1,079.5% | +204.5% | +874.9% | +362.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling