-3.7%
MDLN vs STT
+38.8%
-42.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.3% |
| 7D | -0.4% | +4.8% | -5.2% | -1.0% |
| 30D | +9.9% | +3.9% | +5.9% | +9.5% |
| 3M | +10.9% | -8.2% | +19.1% | +11.0% |
| 6M | +2.0% | +15.6% | -13.6% | +1.4% |
| YTD | -6.0% | +37.6% | -43.7% | -6.9% |
| All | -3.7% | +38.8% | -42.5% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling