-39.4%
STX vs MPC
+48.4%
-87.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -3.9% | -12.3% | -15.4% |
| 7D | -33.4% | -12.8% | -20.6% | -31.8% |
| 30D | -42.1% | -12.7% | -29.4% | -41.0% |
| 3M | -44.3% | +27.1% | -71.3% | -45.5% |
| 6M | -39.4% | +45.8% | -85.2% | -38.5% |
| All | -39.4% | +48.4% | -87.8% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling