+61.6%
MDT vs STLD
+779.4%
-717.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | +3.5% | -9.7% | +13.2% | +5.4% |
| 30D | +16.2% | -4.5% | +20.7% | +17.0% |
| 3M | +18.9% | -13.1% | +32.0% | +21.5% |
| 6M | +37.3% | -2.8% | +40.1% | +36.8% |
| YTD | +9.7% | +35.3% | -25.6% | +1.9% |
| 1Y | +15.2% | +51.4% | -36.2% | +4.5% |
| 3Y | +61.8% | +117.9% | -56.1% | +32.6% |
| 5Y | -1.4% | +272.6% | -274.0% | -31.6% |
| 10Y | +61.6% | +782.2% | -720.6% | -7.5% |
| All | +61.6% | +779.4% | -717.8% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling