+21.0%
STM vs MP
+58.1%
-37.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.5% |
| 7D | +5.8% | -2.9% | +8.6% | +6.5% |
| 30D | -1.0% | +13.8% | -14.8% | -4.4% |
| 3M | -33.3% | -16.7% | -16.6% | -30.5% |
| 6M | +57.4% | -11.5% | +68.9% | +59.6% |
| YTD | +102.2% | +7.9% | +94.3% | +93.8% |
| 1Y | +99.6% | -15.0% | +114.6% | +96.2% |
| 3Y | +14.5% | +153.5% | -139.0% | -27.3% |
| All | +21.0% | +58.1% | -37.1% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling