+657.6%
STM vs MDT
+39.9%
+617.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.6% |
| 7D | +5.2% | +0.4% | +4.8% | +5.0% |
| 30D | -7.4% | +6.0% | -13.4% | -10.8% |
| 3M | -30.6% | +15.5% | -46.2% | -37.5% |
| 6M | +66.4% | +3.4% | +63.0% | +59.9% |
| YTD | +101.1% | -2.2% | +103.3% | +99.6% |
| 1Y | +97.4% | +2.6% | +94.8% | +89.3% |
| 3Y | +21.1% | +27.5% | -6.4% | -1.0% |
| 5Y | +22.5% | -20.1% | +42.5% | +36.0% |
| 10Y | +657.6% | +39.1% | +618.5% | +505.8% |
| All | +657.6% | +39.9% | +617.7% | +505.8% |
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