+1,967.8%
STX vs MDT
+58.3%
+1,909.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -17.3% | +2.7% | -20.0% | -18.2% |
| 30D | -35.9% | +14.8% | -50.8% | -39.4% |
| 3M | -37.3% | +14.6% | -51.9% | -40.9% |
| 6M | -35.8% | +35.7% | -71.5% | -44.7% |
| YTD | +82.7% | +8.5% | +74.3% | +74.2% |
| 1Y | +71.6% | +13.3% | +58.4% | +60.2% |
| 3Y | +635.3% | +58.6% | +576.7% | +470.9% |
| 5Y | +483.8% | -2.6% | +486.4% | +469.4% |
| 10Y | +1,967.8% | +60.0% | +1,907.8% | +1,460.0% |
| All | +1,967.8% | +58.3% | +1,909.5% | +1,460.0% |
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