+90.1%
STM vs MDB
-8.6%
+98.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -7.9% | -1.0% | -6.9% | -7.7% |
| 30D | -14.1% | -14.0% | -0.2% | -12.6% |
| 3M | -17.6% | -20.3% | +2.7% | -16.0% |
| 6M | -24.2% | +10.9% | -35.1% | -26.3% |
| YTD | +73.3% | -20.9% | +94.2% | +80.7% |
| 1Y | +90.1% | -11.2% | +101.3% | +93.0% |
| All | +90.1% | -8.6% | +98.7% | +93.0% |
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