+54.4%
MMM vs STLD
+1,105.0%
-1,050.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.6% |
| 7D | -3.3% | +3.1% | -6.5% | -4.3% |
| 30D | -7.0% | -9.0% | +2.0% | -4.7% |
| 3M | +10.8% | -12.4% | +23.2% | +14.4% |
| 6M | +5.8% | +25.5% | -19.7% | -2.0% |
| YTD | +6.8% | +43.6% | -36.8% | -5.1% |
| 1Y | +10.4% | +87.2% | -76.8% | -9.4% |
| 3Y | +104.7% | +135.2% | -30.5% | +54.5% |
| 5Y | +23.6% | +290.9% | -267.3% | -22.4% |
| All | +54.4% | +1,105.0% | -1,050.6% | -32.6% |
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