+15.7%
STM vs MP
+154.2%
-138.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +5.8% | -2.9% | +8.6% | +6.4% |
| 30D | -1.0% | +13.8% | -14.8% | -3.7% |
| 3M | -33.3% | -16.7% | -16.6% | -31.3% |
| 6M | +57.4% | -11.5% | +68.9% | +58.7% |
| YTD | +102.2% | +7.9% | +94.3% | +96.2% |
| 1Y | +99.6% | -15.0% | +114.6% | +97.2% |
| All | +15.7% | +154.2% | -138.5% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling