+534.4%
STM vs MPC
+2,885.5%
-2,351.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.9% | -8.5% | -11.0% |
| 7D | -20.1% | -12.8% | -7.3% | -16.0% |
| 30D | -32.0% | -12.7% | -19.2% | -29.0% |
| 3M | -24.2% | +27.1% | -51.2% | -31.7% |
| 6M | -29.9% | +45.8% | -75.7% | -40.4% |
| YTD | +54.9% | +134.7% | -79.8% | +8.5% |
| 1Y | +68.0% | +106.0% | -38.1% | +23.4% |
| 3Y | -0.1% | +165.5% | -165.6% | -35.1% |
| 5Y | -17.9% | +540.9% | -558.8% | -63.2% |
| 10Y | +392.2% | +1,133.6% | -741.4% | +52.0% |
| All | +534.4% | +2,885.5% | -2,351.0% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling