+427.0%
MOD vs STLD
+7,971.8%
-7,544.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.6% | +0.3% | -3.9% |
| 7D | -34.2% | -12.5% | -21.7% | -29.9% |
| 30D | -51.9% | -6.8% | -45.0% | -50.1% |
| 3M | -53.0% | -16.4% | -36.7% | -49.3% |
| 6M | -66.4% | -6.1% | -60.2% | -65.6% |
| YTD | -31.5% | +32.0% | -63.5% | -39.3% |
| 1Y | -39.6% | +45.5% | -85.1% | -48.6% |
| 3Y | +116.8% | +106.5% | +10.3% | +58.7% |
| 5Y | +713.8% | +267.2% | +446.6% | +354.3% |
| 10Y | +882.7% | +878.9% | +3.8% | +252.3% |
| All | +427.0% | +7,971.8% | -7,544.8% | -17.5% |
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