+1,080.8%
MMM vs STLD
+7,971.8%
-6,890.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.6% | +4.4% | -1.6% |
| 7D | +5.9% | -12.5% | +18.3% | +8.8% |
| 30D | +14.7% | -6.8% | +21.6% | +16.3% |
| 3M | +3.6% | -16.4% | +19.9% | +7.1% |
| 6M | +32.7% | -6.1% | +38.9% | +33.6% |
| YTD | +18.9% | +32.0% | -13.0% | +11.0% |
| 1Y | +16.4% | +45.5% | -29.1% | +6.3% |
| 3Y | +159.8% | +106.5% | +53.3% | +117.9% |
| 5Y | +47.2% | +267.2% | -220.0% | +6.9% |
| 10Y | +86.5% | +878.9% | -792.4% | +5.6% |
| All | +1,080.8% | +7,971.8% | -6,890.9% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling