+254.1%
MP vs STLD
+818.1%
-564.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.5% | +4.7% |
| 7D | -10.5% | -11.1% | +0.6% | -4.8% |
| 30D | -23.5% | -4.8% | -18.8% | -21.5% |
| 3M | -25.4% | -14.6% | -10.9% | -19.5% |
| 6M | -51.3% | -7.4% | -43.9% | -49.8% |
| YTD | -29.9% | +32.6% | -62.5% | -40.2% |
| 1Y | -31.8% | +47.3% | -79.2% | -45.1% |
| 3Y | +127.0% | +107.5% | +19.4% | +43.4% |
| 5Y | -3.3% | +268.8% | -272.1% | -58.5% |
| All | +254.1% | +818.1% | -564.0% | -8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling