+22.5%
STM vs MDY
+47.1%
-24.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | +0.4% |
| 7D | +5.2% | +1.0% | +4.2% | +3.7% |
| 30D | -7.4% | -3.1% | -4.2% | -2.8% |
| 3M | -30.6% | +1.8% | -32.5% | -31.5% |
| 6M | +66.4% | +10.8% | +55.6% | +48.0% |
| YTD | +101.1% | +14.4% | +86.7% | +71.9% |
| 1Y | +97.4% | +15.2% | +82.2% | +67.1% |
| 3Y | +21.1% | +51.2% | -30.0% | -28.0% |
| 5Y | +22.5% | +47.2% | -24.8% | -22.4% |
| All | +22.5% | +47.1% | -24.7% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling