+954.3%
MDB vs STLA
-54.5%
+1,008.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.4% | +2.9% |
| 7D | +3.0% | -11.6% | +14.6% | +6.9% |
| 30D | -11.3% | -6.2% | -5.2% | -10.1% |
| 3M | -23.0% | -24.6% | +1.6% | -16.7% |
| 6M | +14.8% | -44.9% | +59.7% | +35.7% |
| YTD | -19.4% | -62.3% | +42.8% | +4.9% |
| 1Y | -9.0% | -61.8% | +52.8% | +17.8% |
| 3Y | -10.3% | -75.3% | +65.1% | +28.2% |
| 5Y | -38.4% | -72.5% | +34.1% | -18.9% |
| All | +954.3% | -54.5% | +1,008.8% | +1,114.8% |
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