-24.7%
MDB vs STT
+145.1%
-169.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -17.4% | +0.5% | -17.9% | -17.8% |
| 30D | -2.0% | +3.9% | -5.9% | -4.9% |
| 3M | -3.0% | +20.0% | -23.0% | -15.4% |
| 6M | +48.7% | +55.3% | -6.6% | +6.7% |
| YTD | -12.1% | +53.3% | -65.5% | -36.3% |
| 1Y | +14.5% | +74.7% | -60.2% | -24.7% |
| 3Y | -6.1% | +205.8% | -212.0% | -60.3% |
| All | -24.7% | +145.1% | -169.8% | -65.8% |
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 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