+163.8%
MPC vs STT
+165.4%
-1.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -16.2% | -2.5% | -13.7% | -15.5% |
| 30D | -15.7% | -5.0% | -10.8% | -14.3% |
| 3M | +24.9% | -10.5% | +35.4% | +29.7% |
| 6M | +52.7% | +10.0% | +42.6% | +44.8% |
| YTD | +131.9% | +30.7% | +101.2% | +101.4% |
| 1Y | +96.6% | +43.8% | +52.9% | +62.4% |
| 3Y | +163.8% | +168.1% | -4.3% | +52.2% |
| All | +163.8% | +165.4% | -1.6% | +52.2% |
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