+10,249.8%
STX vs MTB
+438.1%
+9,811.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +16.8% | 0.0% | +16.8% | +16.9% |
| 30D | -27.0% | +0.8% | -27.9% | -27.2% |
| 3M | -37.9% | -12.8% | -25.1% | -34.2% |
| 6M | -32.5% | +6.7% | -39.2% | -35.0% |
| YTD | +98.6% | +11.3% | +87.3% | +87.4% |
| 1Y | +93.6% | +20.2% | +73.4% | +76.5% |
| 3Y | +699.1% | +103.8% | +595.3% | +471.3% |
| 5Y | +481.0% | +60.9% | +420.1% | +345.5% |
| 10Y | +2,082.0% | +115.0% | +1,967.0% | +1,240.3% |
| All | +10,249.8% | +438.1% | +9,811.7% | +3,433.2% |
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