-1.5%
MCD vs STLD
+135.5%
-137.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.5% |
| 7D | -2.8% | +3.1% | -6.0% | -2.9% |
| 30D | -6.0% | -9.0% | +3.0% | -5.8% |
| 3M | -5.6% | -12.4% | +6.8% | -5.1% |
| 6M | -21.9% | +25.5% | -47.4% | -22.8% |
| YTD | -14.7% | +43.6% | -58.3% | -16.2% |
| 1Y | -17.3% | +87.2% | -104.5% | -19.7% |
| All | -1.5% | +135.5% | -137.0% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling