+422.5%
STM vs MDT
+62.0%
+360.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.2% |
| 7D | -5.6% | +3.5% | -9.1% | -7.7% |
| 30D | -14.4% | +16.2% | -30.6% | -22.0% |
| 3M | -20.5% | +18.9% | -39.4% | -29.0% |
| 6M | -24.5% | +37.3% | -61.8% | -39.6% |
| YTD | +72.7% | +9.7% | +62.9% | +58.8% |
| 1Y | +91.0% | +15.2% | +75.8% | +69.6% |
| 3Y | +13.5% | +61.8% | -48.3% | -20.6% |
| 5Y | -9.2% | -1.4% | -7.8% | -12.5% |
| 10Y | +422.5% | +61.6% | +361.0% | +273.0% |
| All | +422.5% | +62.0% | +360.6% | +273.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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