+29.5%
MCO vs STLD
+294.9%
-265.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -3.1% | -2.8% | -0.3% | -2.6% |
| 30D | -0.5% | -10.4% | +9.9% | +1.5% |
| 3M | +5.7% | -10.6% | +16.3% | +7.6% |
| 6M | +3.0% | +32.7% | -29.7% | -4.2% |
| YTD | -6.5% | +42.8% | -49.3% | -15.1% |
| 1Y | -5.8% | +86.9% | -92.7% | -20.3% |
| 3Y | +43.1% | +143.8% | -100.7% | +10.5% |
| 5Y | +29.5% | +293.5% | -264.0% | -13.6% |
| All | +29.5% | +294.9% | -265.4% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling