+45.1%
MCO vs STLD
+141.4%
-96.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -2.7% | +2.7% | -5.4% | -3.1% |
| 30D | +0.9% | -8.4% | +9.4% | +2.1% |
| 3M | +8.7% | -9.9% | +18.5% | +10.1% |
| 6M | +2.4% | +33.0% | -30.6% | -3.4% |
| YTD | -5.2% | +42.6% | -47.7% | -12.5% |
| 1Y | -4.4% | +80.8% | -85.1% | -16.7% |
| 3Y | +45.1% | +143.4% | -98.3% | +16.6% |
| All | +45.1% | +141.4% | -96.3% | +16.6% |
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 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