+7,197.3%
MCO vs STLD
+8,684.3%
-1,487.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -4.2% | +3.1% | -7.3% | -5.0% |
| 30D | +2.2% | -9.0% | +11.2% | +4.3% |
| 3M | +10.1% | -12.4% | +22.5% | +12.9% |
| 6M | +5.3% | +25.5% | -20.2% | -1.8% |
| YTD | -2.7% | +43.6% | -46.4% | -12.8% |
| 1Y | -0.4% | +87.2% | -87.6% | -16.8% |
| 3Y | +49.0% | +135.2% | -86.2% | +14.8% |
| 5Y | +33.6% | +290.9% | -257.2% | -12.5% |
| 10Y | +395.3% | +1,113.5% | -718.1% | +126.4% |
| All | +7,197.3% | +8,684.3% | -1,487.0% | +1,871.5% |
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