+40.6%
MDT vs STT
+262.1%
-221.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | +1.0% | -1.3% | -0.6% |
| 30D | +2.8% | +2.8% | 0.0% | +1.8% |
| 3M | +13.1% | +18.1% | -5.0% | +6.9% |
| 6M | +2.3% | +59.2% | -56.9% | -12.3% |
| YTD | -2.7% | +51.5% | -54.2% | -15.5% |
| 1Y | +0.9% | +75.7% | -74.8% | -16.8% |
| 3Y | +26.8% | +200.8% | -173.9% | -13.8% |
| 5Y | -19.5% | +155.8% | -175.2% | -44.4% |
| 10Y | +40.6% | +266.4% | -225.8% | -19.8% |
| All | +40.6% | +262.1% | -221.5% | -19.8% |
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