+209.8%
MGY vs STLD
+706.1%
-496.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.5% |
| 7D | +1.8% | -3.6% | +5.4% | +3.8% |
| 30D | +6.5% | -10.1% | +16.6% | +11.7% |
| 3M | +0.3% | -11.4% | +11.8% | +5.2% |
| 6M | -2.4% | +30.8% | -33.2% | -19.0% |
| YTD | +29.0% | +40.7% | -11.7% | +2.0% |
| 1Y | +17.0% | +80.8% | -63.7% | -20.5% |
| 3Y | +26.2% | +140.2% | -114.0% | -30.5% |
| 5Y | +92.3% | +288.5% | -196.1% | -28.1% |
| All | +209.8% | +706.1% | -496.3% | -37.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling