+167.2%
MMM vs STLD
+115.4%
+51.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.3% |
| 7D | +5.8% | -9.7% | +15.4% | +8.9% |
| 30D | +17.9% | -4.5% | +22.5% | +19.3% |
| 3M | +3.6% | -13.1% | +16.7% | +7.5% |
| 6M | +32.9% | -2.8% | +35.7% | +32.1% |
| YTD | +19.5% | +35.3% | -15.9% | +5.3% |
| 1Y | +16.5% | +51.4% | -34.8% | -1.3% |
| 3Y | +167.2% | +117.9% | +49.2% | +105.0% |
| All | +167.2% | +115.4% | +51.8% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling