+180.6%
MPC vs STT
+207.1%
-26.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +5.4% | +0.5% | +5.0% | +5.2% |
| 30D | +31.0% | +3.9% | +27.1% | +28.9% |
| 3M | +46.0% | +20.0% | +26.1% | +35.1% |
| 6M | +77.3% | +55.3% | +22.0% | +44.9% |
| YTD | +141.9% | +53.3% | +88.6% | +98.4% |
| 1Y | +120.9% | +74.7% | +46.2% | +69.1% |
| All | +180.6% | +207.1% | -26.5% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling