+123.8%
STX vs MDT
+20.2%
+103.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.1% | -14.3% | -4.3% |
| 7D | -20.2% | +10.7% | -30.9% | -14.7% |
| 30D | -37.2% | +19.3% | -56.5% | -29.9% |
| 3M | -34.1% | +22.8% | -56.8% | -25.2% |
| 6M | -24.5% | +36.4% | -60.8% | -11.2% |
| YTD | +102.9% | +12.1% | +90.9% | +165.9% |
| 1Y | +123.8% | +19.9% | +103.9% | +189.4% |
| All | +123.8% | +20.2% | +103.6% | +189.4% |
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