+213.4%
MCD vs STLD
+864.5%
-651.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.6% | +6.8% | +0.4% |
| 7D | +8.0% | -12.5% | +20.5% | +10.2% |
| 30D | +19.6% | -6.8% | +26.4% | +20.7% |
| 3M | +2.2% | -16.4% | +18.6% | +4.7% |
| 6M | -1.1% | -6.1% | +5.0% | -1.0% |
| YTD | -7.2% | +32.0% | -39.2% | -12.6% |
| 1Y | -6.7% | +45.5% | -52.2% | -13.6% |
| 3Y | +11.6% | +106.5% | -94.9% | -5.2% |
| 5Y | +22.6% | +267.2% | -244.5% | -11.4% |
| All | +213.4% | +864.5% | -651.1% | +60.5% |
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