+365.4%
STX vs MDB
+18.3%
+347.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.1% | +10.4% | +6.7% |
| 7D | +2.4% | -17.4% | +19.8% | +4.2% |
| 30D | +1.4% | -2.0% | +3.4% | +1.4% |
| 3M | -8.2% | -3.0% | -5.2% | -7.7% |
| 6M | +127.0% | +48.7% | +78.3% | +109.4% |
| YTD | +209.1% | -12.1% | +221.3% | +218.9% |
| 1Y | +365.4% | +14.5% | +350.9% | +359.7% |
| All | +365.4% | +18.3% | +347.1% | +359.7% |
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