+2,189.5%
MCD vs STLD
+8,634.8%
-6,445.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.0% | +9.6% | +6.9% |
| 7D | +11.9% | -3.9% | +15.8% | +12.4% |
| 30D | +20.2% | -0.4% | +20.6% | +20.2% |
| 3M | +5.2% | -9.2% | +14.4% | +6.2% |
| 6M | 0.0% | +5.0% | -5.0% | -1.2% |
| YTD | -6.5% | +42.8% | -49.3% | -11.4% |
| 1Y | -3.9% | +60.1% | -64.0% | -10.3% |
| 3Y | +12.5% | +123.5% | -111.0% | -1.0% |
| 5Y | +24.2% | +302.0% | -277.8% | -1.0% |
| 10Y | +220.9% | +959.3% | -738.4% | +115.8% |
| All | +2,189.5% | +8,634.8% | -6,445.2% | +930.1% |
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