+61.8%
MDT vs STT
+178.8%
-117.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.3% |
| 7D | +3.5% | +0.9% | +2.6% | +3.3% |
| 30D | +16.2% | -2.3% | +18.5% | +16.6% |
| 3M | +18.9% | -7.0% | +25.9% | +20.4% |
| 6M | +37.3% | +15.5% | +21.8% | +32.0% |
| YTD | +9.7% | +35.6% | -25.9% | +1.2% |
| 1Y | +15.2% | +47.9% | -32.7% | +3.7% |
| 3Y | +61.8% | +181.1% | -119.3% | +27.2% |
| All | +61.8% | +178.8% | -117.0% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling