-12.1%
MDB vs STT
+44.2%
-56.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -11.4% | -2.5% | -8.9% | -10.0% |
| 30D | -13.8% | -5.0% | -8.9% | -11.3% |
| 3M | -15.5% | -10.5% | -5.0% | -11.4% |
| 6M | +17.9% | +10.0% | +7.9% | +9.8% |
| YTD | -25.5% | +30.7% | -56.1% | -39.8% |
| 1Y | -12.1% | +43.8% | -55.8% | -36.8% |
| All | -12.1% | +44.2% | -56.3% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling