-38.6%
MP vs STLD
+47.9%
-86.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.6% | +1.5% | -2.0% |
| 7D | -19.0% | -12.5% | -6.5% | -13.0% |
| 30D | -30.5% | -6.8% | -23.6% | -27.7% |
| 3M | -29.6% | -16.4% | -13.2% | -23.1% |
| 6M | -50.4% | -6.1% | -44.3% | -49.6% |
| YTD | -33.2% | +32.0% | -65.2% | -40.2% |
| 1Y | -38.6% | +45.5% | -84.1% | -44.5% |
| All | -38.6% | +47.9% | -86.5% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling