+14.5%
MDB vs STLD
+89.3%
-74.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.4% |
| 7D | -17.4% | +3.1% | -20.6% | -16.8% |
| 30D | -2.0% | -9.0% | +7.0% | -3.2% |
| 3M | -3.0% | -12.4% | +9.4% | -3.4% |
| 6M | +48.7% | +25.5% | +23.2% | +49.9% |
| YTD | -12.1% | +43.6% | -55.8% | -10.3% |
| 1Y | +14.5% | +87.2% | -72.7% | +12.3% |
| All | +14.5% | +89.3% | -74.8% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling