+16.7%
STM vs MDB
-11.2%
+28.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | +12.0% | +6.8% | +5.2% | +10.8% |
| 30D | -0.4% | -6.2% | +5.8% | +0.8% |
| 3M | -13.2% | -29.2% | +16.1% | -9.2% |
| 6M | -26.1% | +10.3% | -36.4% | -28.8% |
| YTD | +81.2% | -20.4% | +101.5% | +82.8% |
| 1Y | +98.3% | -4.8% | +103.1% | +93.0% |
| 3Y | +16.7% | -11.6% | +28.3% | +5.5% |
| All | +16.7% | -11.2% | +28.0% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling