+1,144.9%
STX vs MDT
-19.6%
+1,164.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.4% | +6.9% |
| 7D | +10.7% | +0.4% | +10.4% | +10.6% |
| 30D | +11.3% | +6.0% | +5.3% | +9.5% |
| 3M | +3.2% | +15.5% | -12.3% | -1.8% |
| 6M | +157.0% | +3.4% | +153.6% | +155.0% |
| YTD | +229.2% | -2.2% | +231.4% | +234.5% |
| 1Y | +381.8% | +2.6% | +379.3% | +378.1% |
| 3Y | +1,383.2% | +27.5% | +1,355.7% | +1,211.7% |
| 5Y | +1,144.9% | -20.1% | +1,164.9% | +1,249.9% |
| All | +1,144.9% | -19.6% | +1,164.5% | +1,249.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling