+1,961.7%
STX vs MDB
+892.0%
+1,069.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.6% | +5.1% | +9.0% |
| 7D | -14.8% | -0.9% | -13.8% | -14.4% |
| 30D | -35.4% | -15.2% | -20.2% | -33.3% |
| 3M | -37.7% | -17.9% | -19.8% | -36.0% |
| 6M | -35.2% | +9.3% | -44.5% | -37.5% |
| YTD | +84.4% | -22.0% | +106.4% | +86.1% |
| 1Y | +82.3% | -9.3% | +91.6% | +78.6% |
| 3Y | +646.2% | -10.4% | +656.6% | +591.9% |
| 5Y | +487.4% | -43.2% | +530.7% | +436.7% |
| All | +1,961.7% | +892.0% | +1,069.6% | +928.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling