-40.5%
MDB vs STLD
+274.1%
-314.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.4% |
| 7D | +6.8% | +2.9% | +3.9% | +5.7% |
| 30D | -6.2% | -5.6% | -0.6% | -4.1% |
| 3M | -29.2% | -11.7% | -17.5% | -26.3% |
| 6M | +10.3% | -2.8% | +13.1% | +9.0% |
| YTD | -20.4% | +36.4% | -56.8% | -33.9% |
| 1Y | -4.8% | +50.0% | -54.8% | -24.7% |
| 3Y | -11.6% | +122.3% | -133.9% | -44.6% |
| All | -40.5% | +274.1% | -314.6% | -72.9% |
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