+70.1%
MDT vs STT
+198.3%
-128.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.0% | +4.8% | -3.7% | -0.4% |
| 30D | +9.2% | +3.9% | +5.2% | +7.8% |
| 3M | +14.5% | -8.2% | +22.6% | +17.3% |
| 6M | +37.3% | +15.6% | +21.7% | +30.3% |
| YTD | +9.8% | +37.6% | -27.8% | -2.0% |
| 1Y | +10.5% | +50.1% | -39.6% | -4.2% |
| 3Y | +57.4% | +183.1% | -125.6% | +8.7% |
| 5Y | +1.2% | +104.8% | -103.7% | -24.7% |
| All | +70.1% | +198.3% | -128.1% | +4.8% |
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