-21.0%
MDLN vs STLD
+43.6%
-64.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.7% |
| 7D | -11.5% | -3.6% | -7.8% | -11.0% |
| 30D | -7.6% | -10.1% | +2.5% | -7.0% |
| 3M | -11.4% | -11.4% | +0.1% | -10.4% |
| 6M | -24.5% | +30.8% | -55.3% | -28.4% |
| YTD | -22.9% | +40.7% | -63.5% | -26.1% |
| All | -21.0% | +43.6% | -64.6% | -24.3% |
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