-6.4%
MDB vs STLD
+135.5%
-142.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.7% |
| 7D | -17.4% | +3.1% | -20.6% | -18.2% |
| 30D | -2.0% | -9.0% | +7.0% | 0.0% |
| 3M | -3.0% | -12.4% | +9.4% | -0.1% |
| 6M | +48.7% | +25.5% | +23.2% | +34.9% |
| YTD | -12.1% | +43.6% | -55.8% | -25.0% |
| 1Y | +14.5% | +87.2% | -72.7% | -13.7% |
| All | -6.4% | +135.5% | -142.0% | -36.5% |
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 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