+1,808.6%
STM vs MDT
+2,497.7%
-689.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +5.8% |
| 7D | -10.7% | +5.4% | -16.2% | -13.3% |
| 30D | -25.7% | +19.1% | -44.8% | -32.3% |
| 3M | -21.6% | +19.5% | -41.0% | -29.0% |
| 6M | -27.8% | +33.5% | -61.3% | -39.2% |
| YTD | +61.8% | +8.7% | +53.1% | +50.5% |
| 1Y | +78.1% | +16.8% | +61.3% | +59.5% |
| 3Y | +4.9% | +53.0% | -48.1% | -18.3% |
| 5Y | -14.3% | -2.9% | -11.4% | -17.4% |
| 10Y | +414.1% | +61.4% | +352.6% | +288.6% |
| All | +1,808.6% | +2,497.7% | -689.1% | +579.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling