-24.7%
MDB vs STLA
-62.4%
+37.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.6% |
| 7D | -17.4% | +2.6% | -20.0% | -18.2% |
| 30D | -2.0% | -1.2% | -0.8% | -1.5% |
| 3M | -3.0% | -24.8% | +21.8% | +7.1% |
| 6M | +48.7% | -25.6% | +74.2% | +62.6% |
| YTD | -12.1% | -48.9% | +36.8% | +8.7% |
| 1Y | +14.5% | -38.8% | +53.3% | +27.6% |
| 3Y | -6.1% | -64.5% | +58.4% | +24.8% |
| All | -24.7% | -62.4% | +37.7% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling