+0.9%
MDT vs STT
+76.7%
-75.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | +2.8% | +2.8% | 0.0% | +2.5% |
| 3M | +13.1% | +18.1% | -5.0% | +10.9% |
| 6M | +2.3% | +59.2% | -56.9% | -3.5% |
| YTD | -2.7% | +51.5% | -54.2% | -7.6% |
| 1Y | +0.9% | +75.7% | -74.8% | -7.0% |
| All | +0.9% | +76.7% | -75.8% | -7.0% |
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