-45.2%
MDB vs STLD
+255.4%
-300.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.5% |
| 7D | -11.4% | -11.1% | -0.2% | -7.3% |
| 30D | -13.8% | -4.8% | -9.0% | -12.1% |
| 3M | -15.5% | -14.6% | -0.9% | -10.9% |
| 6M | +17.9% | -7.4% | +25.3% | +18.5% |
| YTD | -25.5% | +32.6% | -58.0% | -37.4% |
| 1Y | -12.1% | +47.3% | -59.4% | -30.0% |
| 3Y | -5.9% | +107.5% | -113.4% | -39.2% |
| All | -45.2% | +255.4% | -300.6% | -74.4% |
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