+184.9%
STM vs MDB
+978.8%
-793.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.3% |
| 7D | +5.2% | -18.0% | +23.2% | +9.6% |
| 30D | -7.4% | -10.7% | +3.4% | -5.7% |
| 3M | -30.6% | +1.0% | -31.6% | -31.7% |
| 6M | +66.4% | +31.6% | +34.8% | +51.1% |
| YTD | +101.1% | -15.2% | +116.3% | +100.4% |
| 1Y | +97.4% | +10.1% | +87.3% | +83.3% |
| 3Y | +21.1% | -5.6% | +26.8% | +6.8% |
| 5Y | +22.5% | -24.5% | +47.0% | +1.4% |
| All | +184.9% | +978.8% | -793.9% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling