+16,011.1%
STX vs MDT
+234.5%
+15,776.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.8% |
| 7D | +2.4% | +3.2% | -0.9% | +0.8% |
| 30D | +1.4% | +9.5% | -8.1% | -3.4% |
| 3M | -8.2% | +16.0% | -24.2% | -16.6% |
| 6M | +127.0% | +0.2% | +126.8% | +121.0% |
| YTD | +209.1% | -0.3% | +209.4% | +201.7% |
| 1Y | +365.4% | +4.7% | +360.7% | +339.8% |
| 3Y | +1,135.4% | +26.5% | +1,108.8% | +933.2% |
| 5Y | +991.5% | -18.2% | +1,009.7% | +1,043.5% |
| 10Y | +3,695.8% | +40.0% | +3,655.8% | +2,696.7% |
| All | +16,011.1% | +234.5% | +15,776.6% | +6,115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling