-5.9%
MDB vs STLA
-74.0%
+68.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -11.4% | -4.5% | -6.8% | -10.7% |
| 30D | -13.8% | -3.9% | -9.9% | -13.4% |
| 3M | -15.5% | -20.2% | +4.7% | -12.2% |
| 6M | +17.9% | -42.2% | +60.1% | +28.9% |
| YTD | -25.5% | -59.3% | +33.9% | -13.8% |
| 1Y | -12.1% | -56.1% | +44.0% | -0.4% |
| 3Y | -5.9% | -73.7% | +67.8% | +6.9% |
| All | -5.9% | -74.0% | +68.2% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling