+728.2%
STM vs MPC
+2,977.1%
-2,248.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | +5.4% | +0.4% | +3.7% |
| 30D | -1.0% | +31.0% | -32.0% | -10.9% |
| 3M | -33.3% | +46.0% | -79.3% | -42.4% |
| 6M | +57.4% | +77.3% | -20.0% | +24.8% |
| YTD | +102.2% | +141.9% | -39.7% | +41.7% |
| 1Y | +99.6% | +120.9% | -21.3% | +43.8% |
| 3Y | +14.5% | +182.7% | -168.2% | -26.8% |
| 5Y | +21.4% | +646.4% | -625.1% | -48.3% |
| 10Y | +695.0% | +1,138.7% | -443.8% | +147.1% |
| All | +728.2% | +2,977.1% | -2,248.9% | +33.6% |
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