+1,395.3%
STM vs MDY
+2,662.7%
-1,267.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 3M | -33.3% | +0.8% | -34.0% | -33.0% |
| 6M | +57.4% | +7.4% | +49.9% | +46.8% |
| YTD | +102.2% | +15.2% | +87.0% | +72.4% |
| 1Y | +99.6% | +16.5% | +83.1% | +67.6% |
| 3Y | +14.5% | +46.8% | -32.3% | -27.8% |
| 5Y | +21.4% | +46.0% | -24.7% | -21.2% |
| 10Y | +695.0% | +172.1% | +522.9% | +127.5% |
| All | +1,395.3% | +2,662.7% | -1,267.4% | -84.6% |
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