+920.8%
MDB vs STLA
-51.1%
+971.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.9% | +4.7% |
| 7D | -0.9% | -6.4% | +5.4% | +1.0% |
| 30D | -15.2% | -1.3% | -13.8% | -15.3% |
| 3M | -17.9% | -19.9% | +2.0% | -12.8% |
| 6M | +9.3% | -42.9% | +52.2% | +28.0% |
| YTD | -22.0% | -59.4% | +37.4% | -0.6% |
| 1Y | -9.3% | -56.8% | +47.5% | +12.7% |
| 3Y | -10.4% | -73.1% | +62.7% | +24.6% |
| 5Y | -43.2% | -70.1% | +26.8% | -27.1% |
| All | +920.8% | -51.1% | +971.9% | +1,051.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling