+4.9%
STM vs MPC
+160.2%
-155.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.7% |
| 7D | -10.7% | -16.2% | +5.4% | -6.8% |
| 30D | -25.7% | -15.7% | -10.0% | -23.0% |
| 3M | -21.6% | +24.9% | -46.5% | -28.0% |
| 6M | -27.8% | +52.7% | -80.5% | -37.8% |
| YTD | +61.8% | +131.9% | -70.1% | +17.7% |
| 1Y | +78.1% | +96.6% | -18.5% | +38.4% |
| 3Y | +4.9% | +163.8% | -158.9% | -31.5% |
| All | +4.9% | +160.2% | -155.3% | -31.5% |
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