-9.3%
MCD vs STLD
+46.8%
-56.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.6% |
| 7D | -1.6% | +2.9% | -4.6% | -1.6% |
| 30D | +14.1% | -5.6% | +19.7% | +14.0% |
| 3M | +0.6% | -11.7% | +12.3% | +0.7% |
| 6M | 0.0% | -2.8% | +2.8% | -0.3% |
| YTD | -9.3% | +36.4% | -45.7% | -13.2% |
| 1Y | -9.3% | +50.0% | -59.3% | -14.3% |
| All | -9.3% | +46.8% | -56.1% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling