+465.1%
STM vs MPC
+1,171.2%
-706.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | +12.0% | +11.2% | +0.8% | +7.8% |
| 30D | -0.4% | -14.5% | +14.1% | +5.1% |
| 3M | -13.2% | +16.7% | -29.9% | -19.0% |
| 6M | -26.1% | +67.6% | -93.6% | -40.2% |
| YTD | +81.2% | +157.9% | -76.7% | +22.1% |
| 1Y | +98.3% | +116.7% | -18.3% | +42.9% |
| 3Y | +16.7% | +199.8% | -183.0% | -28.1% |
| 5Y | -4.8% | +604.4% | -609.3% | -59.7% |
| All | +465.1% | +1,171.2% | -706.1% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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