+1,019.5%
STX vs MDB
-28.4%
+1,047.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.1% | +10.4% | +7.0% |
| 7D | +2.4% | -17.4% | +19.8% | +5.5% |
| 30D | +1.4% | -2.0% | +3.4% | +1.1% |
| 3M | -8.2% | -3.0% | -5.2% | -8.7% |
| 6M | +127.0% | +48.7% | +78.3% | +106.2% |
| YTD | +209.1% | -12.1% | +221.3% | +206.7% |
| 1Y | +365.4% | +14.5% | +350.9% | +337.8% |
| 3Y | +1,135.4% | -6.1% | +1,141.5% | +1,027.3% |
| All | +1,019.5% | -28.4% | +1,047.9% | +860.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling