+15.7%
STM vs MPC
+181.4%
-165.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | +5.4% | +0.4% | +4.2% |
| 30D | -1.0% | +31.0% | -32.0% | -8.6% |
| 3M | -33.3% | +46.0% | -79.3% | -40.3% |
| 6M | +57.4% | +77.3% | -20.0% | +31.1% |
| YTD | +102.2% | +141.9% | -39.7% | +49.9% |
| 1Y | +99.6% | +120.9% | -21.3% | +51.8% |
| All | +15.7% | +181.4% | -165.6% | -22.1% |
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 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