+664.5%
STM vs MDY
+170.4%
+494.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.6% |
| 7D | +1.7% | -0.8% | +2.4% | +2.7% |
| 30D | -5.2% | -3.9% | -1.3% | 0.0% |
| 3M | -29.6% | 0.0% | -29.6% | -28.7% |
| 6M | +54.4% | +8.5% | +45.8% | +42.5% |
| YTD | +99.5% | +13.2% | +86.3% | +75.4% |
| 1Y | +100.8% | +15.0% | +85.7% | +73.0% |
| 3Y | +20.2% | +49.6% | -29.4% | -23.7% |
| 5Y | +21.1% | +46.0% | -24.9% | -18.8% |
| 10Y | +664.5% | +176.4% | +488.2% | +170.8% |
| All | +664.5% | +170.4% | +494.1% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling