+14.6%
MDT vs STLD
+50.3%
-35.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.9% |
| 7D | +3.5% | -9.7% | +13.2% | +4.0% |
| 30D | +16.2% | -4.5% | +20.7% | +16.2% |
| 3M | +18.9% | -13.1% | +32.0% | +19.5% |
| 6M | +37.3% | -2.8% | +40.1% | +36.2% |
| YTD | +9.7% | +35.3% | -25.6% | +2.6% |
| All | +14.6% | +50.3% | -35.7% | +4.2% |
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