+99.6%
STM vs MDB
+18.3%
+81.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.3% |
| 7D | +5.8% | -17.4% | +23.2% | +8.0% |
| 30D | -1.0% | -2.0% | +1.0% | -1.4% |
| 3M | -33.3% | -3.0% | -30.2% | -33.4% |
| 6M | +57.4% | +48.7% | +8.7% | +44.8% |
| YTD | +102.2% | -12.1% | +114.3% | +107.9% |
| 1Y | +99.6% | +14.5% | +85.1% | +93.5% |
| All | +99.6% | +18.3% | +81.3% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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