+1,049.8%
MDB vs STLA
-38.5%
+1,088.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.5% |
| 7D | -17.4% | +2.6% | -20.0% | -18.1% |
| 30D | -2.0% | -1.2% | -0.8% | -1.6% |
| 3M | -3.0% | -24.8% | +21.8% | +5.7% |
| 6M | +48.7% | -25.6% | +74.2% | +60.7% |
| YTD | -12.1% | -48.9% | +36.8% | +5.2% |
| 1Y | +14.5% | -38.8% | +53.3% | +26.7% |
| 3Y | -6.1% | -64.5% | +58.4% | +20.2% |
| 5Y | -27.3% | -62.4% | +35.1% | -12.3% |
| All | +1,049.8% | -38.5% | +1,088.3% | +1,118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling