+205.9%
MCD vs STLD
+802.0%
-596.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.8% |
| 7D | -1.9% | -0.5% | -1.5% | -1.9% |
| 30D | +16.6% | -0.1% | +16.7% | +16.4% |
| 3M | +0.9% | -9.2% | +10.1% | +2.1% |
| 6M | +1.5% | +1.8% | -0.3% | +0.4% |
| YTD | -8.3% | +42.1% | -50.5% | -14.6% |
| 1Y | -8.1% | +58.5% | -66.7% | -16.1% |
| 3Y | +10.3% | +128.2% | -117.9% | -8.0% |
| 5Y | +23.4% | +288.2% | -264.8% | -11.6% |
| 10Y | +205.9% | +799.8% | -593.9% | +55.9% |
| All | +205.9% | +802.0% | -596.1% | +55.9% |
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