+16.7%
STM vs MDT
+57.0%
-40.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | +12.0% | +1.0% | +11.0% | +11.9% |
| 30D | -0.4% | +9.2% | -9.5% | -1.9% |
| 3M | -13.2% | +14.5% | -27.7% | -15.6% |
| 6M | -26.1% | +37.3% | -63.4% | -33.5% |
| YTD | +81.2% | +9.8% | +71.4% | +82.4% |
| 1Y | +98.3% | +10.5% | +87.8% | +98.2% |
| 3Y | +16.7% | +57.4% | -40.7% | +5.3% |
| All | +16.7% | +57.0% | -40.3% | +5.3% |
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