+1,135.3%
MPC vs STT
+203.9%
+931.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +2.5% |
| 7D | +2.6% | +0.4% | +2.1% | +2.4% |
| 30D | -12.2% | -0.4% | -11.8% | -12.3% |
| 3M | +20.1% | -6.5% | +26.5% | +24.3% |
| 6M | +60.6% | +17.2% | +43.4% | +43.6% |
| YTD | +150.6% | +38.2% | +112.4% | +99.6% |
| 1Y | +104.7% | +49.3% | +55.4% | +54.8% |
| 3Y | +194.5% | +181.9% | +12.6% | +43.9% |
| 5Y | +582.3% | +106.9% | +475.4% | +283.8% |
| 10Y | +1,135.3% | +203.1% | +932.1% | +388.5% |
| All | +1,135.3% | +203.9% | +931.3% | +388.5% |
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