+588.0%
STX vs MPC
+160.2%
+427.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -28.5% | -16.2% | -12.3% | -25.1% |
| 30D | -42.9% | -15.7% | -27.2% | -40.5% |
| 3M | -45.9% | +24.9% | -70.8% | -49.2% |
| 6M | -41.3% | +52.7% | -93.9% | -47.8% |
| YTD | +67.9% | +131.9% | -63.9% | +27.9% |
| 1Y | +66.5% | +96.6% | -30.1% | +35.3% |
| 3Y | +588.0% | +163.8% | +424.2% | +402.2% |
| All | +588.0% | +160.2% | +427.8% | +402.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling