+74.5%
STM vs MP
+281.3%
-206.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.6% | +0.2% | +5.3% |
| 7D | -5.6% | -1.6% | -4.0% | -5.1% |
| 30D | -14.4% | -18.2% | +3.7% | -10.5% |
| 3M | -20.5% | -26.1% | +5.7% | -15.3% |
| 6M | -24.5% | -44.0% | +19.5% | -15.1% |
| YTD | +72.7% | -25.3% | +98.0% | +80.5% |
| 1Y | +91.0% | -35.6% | +126.6% | +104.2% |
| 3Y | +13.5% | +147.1% | -133.5% | -19.4% |
| 5Y | -9.2% | -11.3% | +2.1% | -22.5% |
| All | +74.5% | +281.3% | -206.8% | +37.1% |
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