+0.4%
STM vs MPC
+163.4%
-162.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.9% | -8.5% | -11.4% |
| 7D | -20.1% | -12.8% | -7.3% | -17.4% |
| 30D | -32.0% | -12.7% | -19.2% | -30.2% |
| 3M | -24.2% | +27.1% | -51.2% | -30.7% |
| 6M | -29.9% | +45.8% | -75.7% | -38.7% |
| YTD | +54.9% | +134.7% | -79.8% | +12.4% |
| 1Y | +68.0% | +106.0% | -38.1% | +28.2% |
| All | +0.4% | +163.4% | -162.9% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling