+960.0%
MMM vs STLD
+8,684.3%
-7,724.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.5% |
| 7D | -3.3% | +3.1% | -6.5% | -4.0% |
| 30D | -7.0% | -9.0% | +2.0% | -5.3% |
| 3M | +10.8% | -12.4% | +23.2% | +13.5% |
| 6M | +5.8% | +25.5% | -19.7% | +0.2% |
| YTD | +6.8% | +43.6% | -36.8% | -1.9% |
| 1Y | +10.4% | +87.2% | -76.8% | -4.3% |
| 3Y | +104.7% | +135.2% | -30.5% | +67.3% |
| 5Y | +23.6% | +290.9% | -267.3% | -11.4% |
| 10Y | +54.1% | +1,113.5% | -1,059.3% | -16.3% |
| All | +960.0% | +8,684.3% | -7,724.3% | +216.0% |
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 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