+8,652.1%
STX vs MDT
+264.5%
+8,387.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.2% |
| 7D | -28.5% | +5.4% | -33.9% | -30.7% |
| 30D | -42.9% | +19.1% | -62.0% | -48.1% |
| 3M | -45.9% | +19.5% | -65.4% | -51.2% |
| 6M | -41.3% | +33.5% | -74.7% | -51.2% |
| YTD | +67.9% | +8.7% | +59.3% | +55.3% |
| 1Y | +66.5% | +16.8% | +49.7% | +47.9% |
| 3Y | +588.0% | +53.0% | +535.0% | +416.0% |
| 5Y | +449.1% | -2.9% | +451.9% | +420.4% |
| 10Y | +1,982.8% | +61.4% | +1,921.4% | +1,307.5% |
| All | +8,652.1% | +264.5% | +8,387.6% | +3,099.8% |
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