-40.5%
MDB vs STT
+104.1%
-144.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +6.8% | +4.8% | +2.1% | +3.3% |
| 30D | -6.2% | +3.9% | -10.1% | -8.4% |
| 3M | -29.2% | -8.2% | -21.1% | -24.9% |
| 6M | +10.3% | +15.6% | -5.3% | -1.7% |
| YTD | -20.4% | +37.6% | -58.0% | -38.2% |
| 1Y | -4.8% | +50.1% | -54.9% | -30.9% |
| 3Y | -11.6% | +183.1% | -194.6% | -61.9% |
| All | -40.5% | +104.1% | -144.6% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling