+78.1%
STM vs MPC
+102.0%
-23.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.4% |
| 7D | -10.7% | -16.2% | +5.4% | -11.6% |
| 30D | -25.7% | -15.7% | -10.0% | -26.5% |
| 3M | -21.6% | +24.9% | -46.5% | -22.7% |
| 6M | -27.8% | +52.7% | -80.5% | -28.0% |
| YTD | +61.8% | +131.9% | -70.1% | +60.2% |
| 1Y | +78.1% | +96.6% | -18.5% | +82.1% |
| All | +78.1% | +102.0% | -23.9% | +82.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling