+211.3%
MCD vs STLD
+779.4%
-568.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.5% |
| 7D | +5.9% | -9.7% | +15.6% | +7.5% |
| 30D | +19.6% | -4.5% | +24.2% | +20.3% |
| 3M | +3.3% | -13.1% | +16.4% | +5.2% |
| 6M | +3.5% | -2.8% | +6.2% | +3.1% |
| YTD | -6.1% | +35.3% | -41.4% | -11.9% |
| 1Y | -3.7% | +51.4% | -55.0% | -11.3% |
| 3Y | +13.4% | +117.9% | -104.6% | -4.7% |
| 5Y | +25.2% | +272.6% | -247.4% | -9.8% |
| 10Y | +211.3% | +782.2% | -570.9% | +58.5% |
| All | +211.3% | +779.4% | -568.1% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling