+2,285.7%
STM vs MDT
+2,283.5%
+2.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.3% |
| 7D | +5.8% | +3.2% | +2.6% | +4.2% |
| 30D | -1.0% | +9.5% | -10.5% | -5.5% |
| 3M | -33.3% | +16.0% | -49.2% | -38.8% |
| 6M | +57.4% | +0.2% | +57.2% | +54.3% |
| YTD | +102.2% | -0.3% | +102.5% | +98.3% |
| 1Y | +99.6% | +4.7% | +94.9% | +90.7% |
| 3Y | +14.5% | +26.5% | -12.0% | -1.2% |
| 5Y | +21.4% | -18.2% | +39.6% | +28.3% |
| 10Y | +695.0% | +40.0% | +654.9% | +550.0% |
| All | +2,285.7% | +2,283.5% | +2.3% | +795.8% |
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