+1,010.1%
MDB vs STT
+154.9%
+855.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -2.9% |
| 7D | -18.0% | +2.2% | -20.2% | -18.8% |
| 30D | -10.7% | +3.9% | -14.6% | -12.3% |
| 3M | +1.0% | +19.2% | -18.2% | -6.7% |
| 6M | +31.6% | +60.4% | -28.8% | +6.7% |
| YTD | -15.2% | +51.5% | -66.6% | -29.4% |
| 1Y | +10.1% | +76.3% | -66.2% | -14.2% |
| 3Y | -5.6% | +200.7% | -206.4% | -41.0% |
| 5Y | -24.5% | +157.5% | -182.0% | -50.8% |
| All | +1,010.1% | +154.9% | +855.1% | +597.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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