+10.1%
MDB vs STLA
-40.1%
+50.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -3.2% |
| 7D | -18.0% | +0.7% | -18.8% | -18.0% |
| 30D | -10.7% | -2.4% | -8.4% | -10.7% |
| 3M | +1.0% | -23.9% | +24.8% | +1.6% |
| 6M | +31.6% | -24.6% | +56.2% | +31.9% |
| YTD | -15.2% | -50.5% | +35.3% | -14.4% |
| 1Y | +10.1% | -39.8% | +50.0% | +8.8% |
| All | +10.1% | -40.1% | +50.2% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling