-10.1%
MDB vs STT
+183.0%
-193.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +11.6% | +5.1% | +6.4% | +8.2% |
| 30D | -8.9% | -0.2% | -8.7% | -8.5% |
| 3M | -22.4% | -8.1% | -14.2% | -18.5% |
| 6M | +10.1% | +16.6% | -6.6% | -1.1% |
| YTD | -19.0% | +37.8% | -56.9% | -35.3% |
| 1Y | -7.0% | +46.8% | -53.8% | -28.8% |
| All | -10.1% | +183.0% | -193.1% | -59.9% |
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