+78.4%
MMM vs STLD
+802.0%
-723.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +17.4% | -0.1% | +17.5% | +17.1% |
| 3M | +3.6% | -9.2% | +12.7% | +5.8% |
| 6M | +33.0% | +1.8% | +31.3% | +30.9% |
| YTD | +19.6% | +42.1% | -22.5% | +6.1% |
| 1Y | +14.0% | +58.5% | -44.5% | -2.1% |
| 3Y | +164.3% | +128.2% | +36.1% | +100.2% |
| 5Y | +49.3% | +288.2% | -238.9% | -6.6% |
| 10Y | +78.4% | +799.8% | -721.5% | -14.7% |
| All | +78.4% | +802.0% | -723.7% | -14.7% |
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