-6.7%
MCD vs STLD
+47.9%
-54.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.6% | +6.8% | -0.8% |
| 7D | +8.0% | -12.5% | +20.5% | +8.0% |
| 30D | +19.6% | -6.8% | +26.4% | +19.5% |
| 3M | +2.2% | -16.4% | +18.6% | +2.3% |
| 6M | -1.1% | -6.1% | +5.0% | -1.4% |
| YTD | -7.2% | +32.0% | -39.2% | -11.1% |
| 1Y | -6.7% | +45.5% | -52.2% | -12.7% |
| All | -6.7% | +47.9% | -54.6% | -12.7% |
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