+449.2%
STX vs MPC
+563.7%
-114.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -17.3% | -8.8% | -8.4% | -14.8% |
| 30D | -35.9% | -14.4% | -21.5% | -33.0% |
| 3M | -37.3% | +21.9% | -59.3% | -41.2% |
| 6M | -35.8% | +60.1% | -95.9% | -44.8% |
| YTD | +82.7% | +142.3% | -59.6% | +34.4% |
| 1Y | +71.6% | +101.7% | -30.1% | +35.0% |
| 3Y | +635.3% | +184.8% | +450.5% | +393.8% |
| All | +449.2% | +563.7% | -114.5% | +165.3% |
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