+7,983.2%
MDT vs STT
+7,372.9%
+610.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | +9.5% | +3.9% | +5.7% | +8.5% |
| 3M | +16.0% | +20.0% | -4.0% | +11.0% |
| 6M | +0.2% | +55.3% | -55.1% | -9.8% |
| YTD | -0.3% | +53.3% | -53.6% | -10.1% |
| 1Y | +4.7% | +74.7% | -70.0% | -8.6% |
| 3Y | +26.5% | +205.8% | -179.3% | -3.8% |
| 5Y | -18.2% | +145.0% | -163.2% | -36.0% |
| 10Y | +40.0% | +266.0% | -226.0% | -3.4% |
| All | +7,983.2% | +7,372.9% | +610.3% | +2,181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling