-1.4%
MDT vs STT
+108.8%
-110.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.2% |
| 7D | +3.5% | +0.9% | +2.6% | +3.3% |
| 30D | +16.2% | -2.3% | +18.5% | +16.7% |
| 3M | +18.9% | -7.0% | +25.9% | +20.8% |
| 6M | +37.3% | +15.5% | +21.8% | +31.6% |
| YTD | +9.7% | +35.6% | -25.9% | +0.5% |
| 1Y | +15.2% | +47.9% | -32.7% | +3.0% |
| 3Y | +61.8% | +181.1% | -119.3% | +19.8% |
| 5Y | -1.4% | +108.2% | -109.6% | -24.7% |
| All | -1.4% | +108.8% | -110.2% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling