+61.3%
MDT vs STT
+203.9%
-142.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | +10.5% | -0.4% | +11.0% | +10.5% |
| 3M | +13.0% | -6.5% | +19.4% | +15.1% |
| 6M | +38.7% | +17.2% | +21.5% | +31.0% |
| YTD | +8.5% | +38.2% | -29.7% | -3.2% |
| 1Y | +10.0% | +49.3% | -39.3% | -4.4% |
| 3Y | +58.6% | +181.9% | -123.3% | +9.8% |
| 5Y | -0.3% | +106.9% | -107.2% | -26.0% |
| 10Y | +61.3% | +203.1% | -141.9% | +1.0% |
| All | +61.3% | +203.9% | -142.7% | +1.0% |
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 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