-66.4%
MOD vs STLD
-4.1%
-62.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.6% | +0.3% | -3.3% |
| 7D | -34.2% | -12.5% | -21.7% | -29.3% |
| 30D | -51.9% | -6.8% | -45.0% | -49.5% |
| 3M | -53.0% | -16.4% | -36.7% | -48.4% |
| 6M | -66.4% | -6.1% | -60.2% | -68.3% |
| All | -66.4% | -4.1% | -62.3% | -68.3% |
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