-9.2%
STM vs MPC
+563.2%
-572.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.6% | +2.2% | +5.4% |
| 7D | -5.6% | -9.4% | +3.8% | -2.8% |
| 30D | -14.4% | -14.3% | -0.1% | -11.0% |
| 3M | -20.5% | +31.1% | -51.6% | -28.1% |
| 6M | -24.5% | +60.3% | -84.8% | -36.2% |
| YTD | +72.7% | +142.5% | -69.8% | +24.2% |
| 1Y | +91.0% | +104.6% | -13.6% | +46.1% |
| 3Y | +13.5% | +191.7% | -178.2% | -26.9% |
| 5Y | -9.2% | +549.2% | -558.4% | -56.3% |
| All | -9.2% | +563.2% | -572.4% | -56.3% |
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