+588.0%
STX vs MDB
-9.9%
+597.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.6% |
| 7D | -28.5% | -11.4% | -17.1% | -26.9% |
| 30D | -42.9% | -13.8% | -29.1% | -41.4% |
| 3M | -45.9% | -15.5% | -30.5% | -44.8% |
| 6M | -41.3% | +17.9% | -59.2% | -44.0% |
| YTD | +67.9% | -25.5% | +93.4% | +71.6% |
| 1Y | +66.5% | -12.1% | +78.6% | +65.0% |
| 3Y | +588.0% | -5.9% | +593.8% | +537.1% |
| All | +588.0% | -9.9% | +597.9% | +537.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling