+388.8%
MCO vs STLD
+1,092.9%
-704.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -3.1% | -2.8% | -0.3% | -2.4% |
| 30D | -0.5% | -10.4% | +9.9% | +2.0% |
| 3M | +5.7% | -10.6% | +16.3% | +8.0% |
| 6M | +3.0% | +32.7% | -29.7% | -5.7% |
| YTD | -6.5% | +42.8% | -49.3% | -16.8% |
| 1Y | -5.8% | +86.9% | -92.7% | -22.6% |
| 3Y | +43.1% | +143.8% | -100.7% | +6.0% |
| 5Y | +29.5% | +293.5% | -264.0% | -20.3% |
| 10Y | +388.8% | +1,122.7% | -733.8% | +90.9% |
| All | +388.8% | +1,092.9% | -704.0% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling