+186.4%
STM vs MDB
+1,017.4%
-831.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.8% |
| 7D | +5.8% | -17.4% | +23.2% | +10.1% |
| 30D | -1.0% | -2.0% | +1.0% | -1.3% |
| 3M | -33.3% | -3.0% | -30.2% | -33.6% |
| 6M | +57.4% | +48.7% | +8.7% | +38.7% |
| YTD | +102.2% | -12.1% | +114.3% | +99.9% |
| 1Y | +99.6% | +14.5% | +85.1% | +83.8% |
| 3Y | +14.5% | -6.1% | +20.7% | +1.2% |
| 5Y | +21.4% | -27.3% | +48.7% | +1.5% |
| All | +186.4% | +1,017.4% | -831.0% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling