+56.5%
STM vs MP
+240.8%
-184.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -6.0% | -6.3% | -11.1% |
| 7D | -20.1% | -19.0% | -1.1% | -16.2% |
| 30D | -32.0% | -30.5% | -1.5% | -26.3% |
| 3M | -24.2% | -29.6% | +5.4% | -18.4% |
| 6M | -29.9% | -50.4% | +20.5% | -19.2% |
| YTD | +54.9% | -33.2% | +88.1% | +65.9% |
| 1Y | +68.0% | -38.6% | +106.6% | +81.2% |
| 3Y | -0.1% | +105.5% | -105.6% | -26.3% |
| 5Y | -17.9% | -7.8% | -10.1% | -29.3% |
| All | +56.5% | +240.8% | -184.3% | +25.9% |
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