+875.5%
MDB vs STT
+120.0%
+755.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -11.4% | -2.5% | -8.9% | -10.3% |
| 30D | -13.8% | -5.0% | -8.9% | -11.7% |
| 3M | -15.5% | -10.5% | -5.0% | -11.4% |
| 6M | +17.9% | +10.0% | +7.9% | +12.9% |
| YTD | -25.5% | +30.7% | -56.1% | -33.9% |
| 1Y | -12.1% | +43.8% | -55.8% | -25.1% |
| 3Y | -5.9% | +168.1% | -174.0% | -38.1% |
| 5Y | -43.7% | +101.4% | -145.1% | -60.0% |
| All | +875.5% | +120.0% | +755.5% | +553.2% |
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