+78.1%
STM vs MP
-37.2%
+115.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.9% | -0.5% | +2.8% |
| 7D | -10.7% | -10.5% | -0.2% | -7.3% |
| 30D | -25.7% | -23.5% | -2.2% | -19.2% |
| 3M | -21.6% | -25.4% | +3.9% | -14.5% |
| 6M | -27.8% | -51.3% | +23.5% | -14.7% |
| YTD | +61.8% | -29.9% | +91.7% | +78.2% |
| 1Y | +78.1% | -31.8% | +109.9% | +96.0% |
| All | +78.1% | -37.2% | +115.3% | +96.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling