+468.3%
MOD vs STLD
+8,634.8%
-8,166.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -3.0% | -18.4% | -20.1% |
| 7D | -31.3% | -3.9% | -27.4% | -29.9% |
| 30D | -46.1% | -0.4% | -45.7% | -45.8% |
| 3M | -51.1% | -9.2% | -41.9% | -49.1% |
| 6M | -62.1% | +5.0% | -67.0% | -63.1% |
| YTD | -26.2% | +42.8% | -69.0% | -36.8% |
| 1Y | -32.6% | +60.1% | -92.6% | -45.0% |
| 3Y | +133.8% | +123.5% | +10.4% | +65.2% |
| 5Y | +792.8% | +302.0% | +490.7% | +378.8% |
| 10Y | +959.8% | +959.3% | +0.5% | +266.8% |
| All | +468.3% | +8,634.8% | -8,166.4% | -14.1% |
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