+1,171.8%
MPC vs STT
+198.3%
+973.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +11.2% | +4.8% | +6.5% | +8.2% |
| 30D | -14.5% | +3.9% | -18.4% | -16.6% |
| 3M | +16.7% | -8.2% | +24.8% | +22.1% |
| 6M | +67.6% | +15.6% | +52.0% | +51.1% |
| YTD | +157.9% | +37.6% | +120.3% | +105.9% |
| 1Y | +116.7% | +50.1% | +66.5% | +63.3% |
| 3Y | +199.8% | +183.1% | +16.7% | +46.0% |
| 5Y | +604.4% | +104.8% | +499.6% | +298.8% |
| All | +1,171.8% | +198.3% | +973.5% | +406.6% |
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