+21.7%
STM vs MDY
+51.5%
-29.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.7% |
| 7D | +5.8% | +0.1% | +5.7% | +5.6% |
| 30D | -1.0% | -1.5% | +0.5% | +1.6% |
| 3M | -33.3% | +0.8% | -34.0% | -33.0% |
| 6M | +57.4% | +7.4% | +49.9% | +45.4% |
| YTD | +102.2% | +15.2% | +87.0% | +69.9% |
| 1Y | +99.6% | +16.5% | +83.1% | +64.9% |
| All | +21.7% | +51.5% | -29.9% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling