+1,972.8%
STX vs MDT
+62.9%
+1,909.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -4.9% | -3.7% |
| 7D | +14.6% | +1.0% | +13.6% | +14.2% |
| 30D | -26.0% | +9.2% | -35.1% | -28.6% |
| 3M | -42.6% | +14.5% | -57.1% | -45.9% |
| 6M | -35.3% | +37.3% | -72.6% | -44.5% |
| YTD | +92.5% | +9.8% | +82.6% | +82.6% |
| 1Y | +102.4% | +10.5% | +91.9% | +91.3% |
| 3Y | +673.8% | +57.4% | +616.4% | +502.8% |
| 5Y | +463.1% | +1.2% | +461.9% | +440.2% |
| All | +1,972.8% | +62.9% | +1,909.9% | +1,420.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling