+5.8%
MMM vs STLD
+22.5%
-16.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.5% |
| 7D | -3.3% | +3.1% | -6.5% | -4.1% |
| 30D | -7.0% | -9.0% | +2.0% | -4.9% |
| 3M | +10.8% | -12.4% | +23.2% | +14.0% |
| 6M | +5.8% | +25.5% | -19.7% | -5.0% |
| All | +5.8% | +22.5% | -16.7% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling