+274.4%
MDT vs STLA
+263.8%
+10.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.0% |
| 7D | +3.2% | +2.6% | +0.6% | +2.8% |
| 30D | +9.5% | -1.2% | +10.8% | +9.6% |
| 3M | +16.0% | -24.8% | +40.7% | +20.5% |
| 6M | +0.2% | -25.6% | +25.8% | +3.9% |
| YTD | -0.3% | -48.9% | +48.7% | +8.5% |
| 1Y | +4.7% | -38.8% | +43.5% | +10.2% |
| 3Y | +26.5% | -64.5% | +91.1% | +41.4% |
| 5Y | -18.2% | -62.4% | +44.2% | -11.0% |
| 10Y | +40.0% | +55.4% | -15.4% | +24.9% |
| All | +274.4% | +263.8% | +10.6% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling