+19.9%
MDT vs STT
+53.6%
-33.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.2% | +4.0% | +6.0% |
| 7D | +10.7% | -0.1% | +10.8% | +10.7% |
| 30D | +19.3% | -1.7% | +21.0% | +19.4% |
| 3M | +22.8% | -6.4% | +29.1% | +22.9% |
| 6M | +36.4% | +17.7% | +18.7% | +32.7% |
| YTD | +12.1% | +36.9% | -24.8% | +7.6% |
| 1Y | +19.9% | +52.0% | -32.1% | +14.0% |
| All | +19.9% | +53.6% | -33.6% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling