+476.2%
STX vs MDB
-41.3%
+517.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -2.8% |
| 7D | +14.6% | +6.8% | +7.8% | +13.3% |
| 30D | -26.0% | -6.2% | -19.8% | -24.8% |
| 3M | -42.6% | -29.2% | -13.4% | -39.5% |
| 6M | -35.3% | +10.3% | -45.6% | -37.7% |
| YTD | +92.5% | -20.4% | +112.8% | +93.8% |
| 1Y | +102.4% | -4.8% | +107.2% | +96.2% |
| 3Y | +673.8% | -11.6% | +685.4% | +613.2% |
| All | +476.2% | -41.3% | +517.5% | +411.4% |
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