+10,249.8%
STX vs MDY
+1,025.9%
+9,223.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | +0.1% |
| 7D | +16.8% | +3.0% | +13.8% | +13.5% |
| 30D | -27.0% | +0.8% | -27.9% | -26.9% |
| 3M | -37.9% | -5.1% | -32.7% | -33.7% |
| 6M | -32.5% | +1.2% | -33.7% | -32.4% |
| YTD | +98.6% | +12.5% | +86.1% | +79.8% |
| 1Y | +93.6% | +13.8% | +79.8% | +73.7% |
| 3Y | +699.1% | +56.4% | +642.6% | +416.9% |
| 5Y | +481.0% | +35.3% | +445.7% | +337.7% |
| 10Y | +2,082.0% | +167.7% | +1,914.3% | +674.1% |
| All | +10,249.8% | +1,025.9% | +9,223.9% | +644.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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