+1,166.2%
MPC vs STT
+198.7%
+967.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +9.4% | +5.1% | +4.3% | +6.2% |
| 30D | -13.4% | -0.2% | -13.2% | -13.6% |
| 3M | +18.9% | -8.1% | +27.0% | +24.4% |
| 6M | +64.9% | +16.6% | +48.3% | +47.9% |
| YTD | +156.8% | +37.8% | +119.0% | +104.8% |
| 1Y | +113.2% | +46.8% | +66.4% | +63.0% |
| 3Y | +201.8% | +181.2% | +20.6% | +47.6% |
| 5Y | +601.4% | +105.1% | +496.2% | +296.8% |
| All | +1,166.2% | +198.7% | +967.6% | +404.0% |
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