+55.5%
MDT vs STLA
-75.4%
+130.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.4% |
| 7D | -3.2% | -11.6% | +8.4% | -2.0% |
| 30D | +10.5% | -6.2% | +16.7% | +11.2% |
| 3M | +13.0% | -24.6% | +37.6% | +15.9% |
| 6M | +38.7% | -44.9% | +83.6% | +46.5% |
| YTD | +8.5% | -62.3% | +70.7% | +18.8% |
| 1Y | +10.0% | -61.8% | +71.8% | +20.2% |
| All | +55.5% | -75.4% | +130.9% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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