-10.5%
MDB vs STT
+183.8%
-194.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +0.9% |
| 7D | +3.0% | +0.4% | +2.5% | +2.8% |
| 30D | -11.3% | -0.4% | -10.9% | -10.8% |
| 3M | -23.0% | -6.5% | -16.5% | -20.1% |
| 6M | +14.8% | +17.2% | -2.4% | +2.8% |
| YTD | -19.4% | +38.2% | -57.6% | -35.8% |
| 1Y | -9.0% | +49.3% | -58.3% | -31.1% |
| All | -10.5% | +183.8% | -194.3% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling