+16,011.1%
STX vs MTB
+487.2%
+15,523.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +2.4% | +1.7% | +0.6% | +1.6% |
| 30D | +1.4% | -4.2% | +5.6% | +3.3% |
| 3M | -8.2% | +8.9% | -17.1% | -12.1% |
| 6M | +127.0% | +10.9% | +116.2% | +115.3% |
| YTD | +209.1% | +21.5% | +187.7% | +181.3% |
| 1Y | +365.4% | +21.9% | +343.5% | +321.4% |
| 3Y | +1,135.4% | +109.2% | +1,026.1% | +769.8% |
| 5Y | +991.5% | +102.0% | +889.5% | +656.6% |
| 10Y | +3,695.8% | +171.9% | +3,523.9% | +1,998.2% |
| All | +16,011.1% | +487.2% | +15,523.9% | +5,202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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