+78.1%
MMM vs STLD
+790.2%
-712.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -0.8% | +6.9% | -7.7% | -2.7% |
| 30D | +14.4% | -1.5% | +15.9% | +14.6% |
| 3M | +1.8% | -9.7% | +11.5% | +4.2% |
| 6M | +31.3% | +2.3% | +29.0% | +29.0% |
| YTD | +18.0% | +41.0% | -23.0% | +4.8% |
| 1Y | +10.9% | +51.8% | -41.0% | -3.6% |
| 3Y | +160.6% | +126.4% | +34.2% | +97.8% |
| 5Y | +44.5% | +285.7% | -241.2% | -9.5% |
| All | +78.1% | +790.2% | -712.2% | -15.8% |
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