-1.6%
MDLN vs STLD
+45.8%
-47.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -3.0% | +21.4% | +18.6% |
| 7D | +24.7% | -3.9% | +28.6% | +25.0% |
| 30D | +12.7% | -0.4% | +13.1% | +12.5% |
| 3M | -4.0% | -9.2% | +5.2% | -3.9% |
| 6M | -8.7% | +5.0% | -13.7% | -10.0% |
| YTD | -3.9% | +42.8% | -46.7% | -8.4% |
| All | -1.6% | +45.8% | -47.3% | -6.2% |
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