+15.6%
STM vs MDB
-10.2%
+25.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.6% | +3.2% |
| 7D | +1.4% | +3.0% | -1.5% | +1.1% |
| 30D | -8.4% | -11.3% | +3.0% | -6.6% |
| 3M | -15.8% | -23.0% | +7.2% | -13.2% |
| 6M | -22.8% | +14.8% | -37.6% | -26.2% |
| YTD | +79.4% | -19.4% | +98.8% | +80.6% |
| 1Y | +97.0% | -9.0% | +105.9% | +93.3% |
| All | +15.6% | -10.2% | +25.7% | +4.3% |
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