+4.9%
STM vs MDT
+54.6%
-49.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +4.8% |
| 7D | -10.7% | +5.4% | -16.2% | -11.6% |
| 30D | -25.7% | +19.1% | -44.8% | -28.4% |
| 3M | -21.6% | +19.5% | -41.0% | -24.8% |
| 6M | -27.8% | +33.5% | -61.3% | -34.5% |
| YTD | +61.8% | +8.7% | +53.1% | +63.0% |
| 1Y | +78.1% | +16.8% | +61.3% | +71.3% |
| 3Y | +4.9% | +53.0% | -48.1% | -7.2% |
| All | +4.9% | +54.6% | -49.7% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling