+304.8%
MDT vs STLA
+152.6%
+152.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | +0.3% |
| 7D | -3.7% | -13.1% | +9.4% | -1.7% |
| 30D | +8.6% | -13.3% | +21.8% | +10.6% |
| 3M | +12.2% | -27.9% | +40.0% | +17.1% |
| 6M | +33.7% | -47.8% | +81.6% | +45.8% |
| YTD | +7.8% | -64.6% | +72.4% | +23.2% |
| 1Y | +8.9% | -64.0% | +72.9% | +23.9% |
| 3Y | +57.6% | -76.8% | +134.5% | +87.1% |
| 5Y | -0.7% | -74.2% | +73.5% | +13.8% |
| 10Y | +60.3% | -5.4% | +65.7% | +52.1% |
| All | +304.8% | +152.6% | +152.2% | +275.7% |
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 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