-17.9%
STM vs MPC
+551.6%
-569.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.9% | -8.5% | -11.3% |
| 7D | -20.1% | -12.8% | -7.3% | -16.9% |
| 30D | -32.0% | -12.7% | -19.2% | -29.8% |
| 3M | -24.2% | +27.1% | -51.2% | -30.9% |
| 6M | -29.9% | +45.8% | -75.7% | -39.1% |
| YTD | +54.9% | +134.7% | -79.8% | +12.5% |
| 1Y | +68.0% | +106.0% | -38.1% | +27.7% |
| 3Y | -0.1% | +165.5% | -165.6% | -33.7% |
| 5Y | -17.9% | +540.9% | -558.8% | -60.1% |
| All | -17.9% | +551.6% | -569.5% | -60.1% |
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 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