+1,943.2%
STX vs MDB
+906.0%
+1,037.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | -17.3% | -1.0% | -16.3% | -16.9% |
| 30D | -35.9% | -14.0% | -22.0% | -34.1% |
| 3M | -37.3% | -20.3% | -17.0% | -35.3% |
| 6M | -35.8% | +10.9% | -46.7% | -38.2% |
| YTD | +82.7% | -20.9% | +103.6% | +84.0% |
| 1Y | +71.6% | -11.2% | +82.8% | +68.8% |
| 3Y | +635.3% | -11.9% | +647.2% | +583.8% |
| 5Y | +483.8% | -40.2% | +523.9% | +429.0% |
| All | +1,943.2% | +906.0% | +1,037.2% | +916.7% |
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 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