+3,005.7%
MPC vs STT
+450.0%
+2,555.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.7% | +0.8% | -1.1% |
| 7D | -12.8% | -4.9% | -7.9% | -10.3% |
| 30D | -12.7% | -6.0% | -6.7% | -9.8% |
| 3M | +27.1% | -11.7% | +38.7% | +36.1% |
| 6M | +45.8% | +11.7% | +34.1% | +34.2% |
| YTD | +134.7% | +30.4% | +104.3% | +94.2% |
| 1Y | +106.0% | +43.9% | +62.1% | +60.0% |
| 3Y | +165.5% | +165.4% | +0.1% | +37.0% |
| 5Y | +540.9% | +101.0% | +439.9% | +269.4% |
| 10Y | +1,133.6% | +210.7% | +922.9% | +409.1% |
| All | +3,005.7% | +450.0% | +2,555.7% | +760.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling