+5,728.2%
STX vs MPC
+2,885.5%
+2,842.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -3.9% | -12.3% | -15.0% |
| 7D | -33.4% | -12.8% | -20.6% | -30.2% |
| 30D | -42.1% | -12.7% | -29.4% | -39.6% |
| 3M | -44.3% | +27.1% | -71.3% | -48.8% |
| 6M | -39.4% | +45.8% | -85.2% | -47.0% |
| YTD | +70.0% | +134.7% | -64.7% | +25.0% |
| 1Y | +70.2% | +106.0% | -35.9% | +30.6% |
| 3Y | +585.2% | +165.5% | +419.7% | +373.5% |
| 5Y | +455.7% | +540.9% | -85.2% | +179.2% |
| 10Y | +2,007.9% | +1,133.6% | +874.2% | +642.4% |
| All | +5,728.2% | +2,885.5% | +2,842.7% | +1,088.2% |
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 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