+123.8%
STX vs MDB
-8.5%
+132.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.1% | -6.0% | -7.9% |
| 7D | -20.2% | -16.5% | -3.7% | -18.5% |
| 30D | -37.2% | -8.6% | -28.6% | -36.3% |
| 3M | -34.1% | -13.6% | -20.5% | -33.1% |
| 6M | -24.5% | +24.1% | -48.5% | -27.1% |
| YTD | +102.9% | -21.8% | +124.7% | +110.9% |
| 1Y | +123.8% | -7.7% | +131.5% | +129.3% |
| All | +123.8% | -8.5% | +132.3% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling