-2.9%
MDT vs STLD
+255.4%
-258.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | +5.4% | -11.1% | +16.6% | +6.8% |
| 30D | +19.1% | -4.8% | +23.8% | +19.5% |
| 3M | +19.5% | -14.6% | +34.0% | +21.3% |
| 6M | +33.5% | -7.4% | +40.9% | +33.8% |
| YTD | +8.7% | +32.6% | -23.9% | +3.7% |
| 1Y | +16.8% | +47.3% | -30.5% | +9.9% |
| 3Y | +53.0% | +107.5% | -54.6% | +35.1% |
| All | -2.9% | +255.4% | -258.3% | -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 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