+21.0%
STM vs MPC
+645.9%
-625.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | +5.4% | +0.4% | +4.1% |
| 30D | -1.0% | +31.0% | -32.0% | -9.4% |
| 3M | -33.3% | +46.0% | -79.3% | -41.0% |
| 6M | +57.4% | +77.3% | -20.0% | +29.1% |
| YTD | +102.2% | +141.9% | -39.7% | +47.7% |
| 1Y | +99.6% | +120.9% | -21.3% | +49.6% |
| 3Y | +14.5% | +182.7% | -168.2% | -24.4% |
| All | +21.0% | +645.9% | -625.0% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling