+365.4%
STX vs MDT
+5.4%
+360.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +7.0% |
| 7D | +2.4% | +3.2% | -0.9% | +4.3% |
| 30D | +1.4% | +9.5% | -8.1% | +7.0% |
| 3M | -8.2% | +16.0% | -24.2% | +0.9% |
| 6M | +127.0% | +0.2% | +126.8% | +160.3% |
| YTD | +209.1% | -0.3% | +209.4% | +258.7% |
| 1Y | +365.4% | +4.7% | +360.7% | +488.5% |
| All | +365.4% | +5.4% | +360.0% | +488.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling