+1,177.1%
STM vs MDY
+2,617.6%
-1,440.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +2.5% |
| 7D | -5.6% | +0.7% | -6.3% | -5.9% |
| 30D | -14.4% | +1.3% | -15.7% | -15.2% |
| 3M | -20.5% | -4.1% | -16.4% | -14.9% |
| 6M | -24.5% | +1.0% | -25.5% | -23.3% |
| YTD | +72.7% | +13.3% | +59.4% | +52.1% |
| 1Y | +91.0% | +15.7% | +75.3% | +63.7% |
| 3Y | +13.5% | +59.6% | -46.0% | -35.2% |
| 5Y | -9.2% | +36.3% | -45.5% | -34.7% |
| 10Y | +422.5% | +173.6% | +248.9% | +50.0% |
| All | +1,177.1% | +2,617.6% | -1,440.5% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling