+7,413.9%
MCO vs STLD
+8,245.9%
-832.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +1.1% |
| 7D | +0.5% | +2.9% | -2.4% | -0.3% |
| 30D | +9.8% | -5.6% | +15.4% | +11.1% |
| 3M | +4.3% | -11.7% | +16.0% | +6.8% |
| 6M | +16.5% | -2.8% | +19.2% | +15.8% |
| YTD | +0.1% | +36.4% | -36.3% | -9.4% |
| 1Y | +4.4% | +50.0% | -45.6% | -7.8% |
| 3Y | +51.6% | +122.3% | -70.7% | +18.2% |
| 5Y | +36.7% | +273.2% | -236.5% | -9.5% |
| 10Y | +455.7% | +763.8% | -308.1% | +175.7% |
| All | +7,413.9% | +8,245.9% | -832.0% | +1,947.8% |
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