+1,989.1%
MCD vs STLD
+8,684.3%
-6,695.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | -2.8% | +3.1% | -6.0% | -3.2% |
| 30D | -6.0% | -9.0% | +3.0% | -5.0% |
| 3M | -5.6% | -12.4% | +6.8% | -4.3% |
| 6M | -21.9% | +25.5% | -47.4% | -24.5% |
| YTD | -14.7% | +43.6% | -58.3% | -19.1% |
| 1Y | -17.3% | +87.2% | -104.5% | -24.3% |
| 3Y | -2.2% | +135.2% | -137.4% | -14.5% |
| 5Y | +20.3% | +290.9% | -270.6% | -3.8% |
| 10Y | +180.7% | +1,113.5% | -932.8% | +86.0% |
| All | +1,989.1% | +8,684.3% | -6,695.2% | +840.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling