+63.4%
STM vs MP
+257.7%
-194.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.9% | -0.5% | +3.4% |
| 7D | -10.7% | -10.5% | -0.2% | -8.4% |
| 30D | -25.7% | -23.5% | -2.2% | -21.2% |
| 3M | -21.6% | -25.4% | +3.9% | -16.6% |
| 6M | -27.8% | -51.3% | +23.5% | -16.6% |
| YTD | +61.8% | -29.9% | +91.7% | +71.4% |
| 1Y | +78.1% | -31.8% | +109.9% | +88.1% |
| 3Y | +4.9% | +127.0% | -122.1% | -24.2% |
| 5Y | -14.3% | -3.3% | -11.0% | -27.0% |
| All | +63.4% | +257.7% | -194.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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