+476.2%
STX vs MPC
+600.5%
-124.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | +14.6% | +11.2% | +3.4% | +11.0% |
| 30D | -26.0% | -14.5% | -11.5% | -22.6% |
| 3M | -42.6% | +16.7% | -59.3% | -45.5% |
| 6M | -35.3% | +67.6% | -102.8% | -45.1% |
| YTD | +92.5% | +157.9% | -65.5% | +38.8% |
| 1Y | +102.4% | +116.7% | -14.3% | +55.6% |
| 3Y | +673.8% | +199.8% | +474.1% | +411.7% |
| All | +476.2% | +600.5% | -124.3% | +172.3% |
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