+95.4%
STM vs MDT
+9.8%
+85.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.2% |
| 7D | +16.3% | -3.7% | +20.0% | +14.5% |
| 30D | -6.3% | +8.6% | -14.9% | -2.8% |
| 3M | -14.1% | +12.2% | -26.3% | -9.6% |
| 6M | -19.6% | +33.7% | -53.3% | -13.9% |
| YTD | +80.1% | +7.8% | +72.3% | +103.8% |
| 1Y | +95.4% | +8.9% | +86.5% | +121.0% |
| All | +95.4% | +9.8% | +85.5% | +121.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling