+461.8%
STM vs MDT
+60.0%
+401.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | +16.3% | -3.7% | +20.0% | +18.6% |
| 30D | -6.3% | +8.6% | -14.9% | -11.2% |
| 3M | -14.1% | +12.2% | -26.3% | -20.8% |
| 6M | -19.6% | +33.7% | -53.3% | -34.7% |
| YTD | +80.1% | +7.8% | +72.3% | +67.1% |
| 1Y | +95.4% | +8.9% | +86.5% | +79.5% |
| 3Y | +14.7% | +57.6% | -42.9% | -18.7% |
| 5Y | -5.4% | -0.7% | -4.7% | -9.5% |
| All | +461.8% | +60.0% | +401.8% | +306.1% |
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