+89.4%
STM vs MP
-38.7%
+128.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.6% | +0.2% | +4.4% |
| 7D | -5.6% | -1.6% | -4.0% | -4.9% |
| 30D | -14.4% | -18.2% | +3.7% | -8.6% |
| 3M | -20.5% | -26.1% | +5.7% | -12.8% |
| 6M | -24.5% | -44.0% | +19.5% | -12.7% |
| YTD | +72.7% | -25.3% | +98.0% | +85.4% |
| All | +89.4% | -38.7% | +128.1% | +107.2% |
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