+846.7%
MDT vs STLD
+8,684.3%
-7,837.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.4% |
| 7D | +3.2% | +3.1% | +0.1% | +2.7% |
| 30D | +9.5% | -9.0% | +18.5% | +10.9% |
| 3M | +16.0% | -12.4% | +28.3% | +17.9% |
| 6M | +0.2% | +25.5% | -25.3% | -3.8% |
| YTD | -0.3% | +43.6% | -43.9% | -6.4% |
| 1Y | +4.7% | +87.2% | -82.5% | -5.8% |
| 3Y | +26.5% | +135.2% | -108.7% | +8.1% |
| 5Y | -18.2% | +290.9% | -309.1% | -37.0% |
| 10Y | +40.0% | +1,113.5% | -1,073.4% | -13.1% |
| All | +846.7% | +8,684.3% | -7,837.6% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling