+154.0%
STM vs MDB
+924.6%
-770.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.6% | +3.1% |
| 7D | +1.4% | +3.0% | -1.5% | +1.0% |
| 30D | -8.4% | -11.3% | +3.0% | -5.7% |
| 3M | -15.8% | -23.0% | +7.2% | -12.0% |
| 6M | -22.8% | +14.8% | -37.6% | -27.7% |
| YTD | +79.4% | -19.4% | +98.8% | +79.3% |
| 1Y | +97.0% | -9.0% | +105.9% | +90.2% |
| 3Y | +14.2% | -10.3% | +24.5% | +1.4% |
| 5Y | -4.5% | -38.4% | +33.9% | -17.3% |
| All | +154.0% | +924.6% | -770.6% | +12.9% |
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