+153.3%
MP vs STLD
+135.5%
+17.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.1% |
| 7D | -2.9% | +3.1% | -6.0% | -4.1% |
| 30D | +13.8% | -9.0% | +22.8% | +17.9% |
| 3M | -16.7% | -12.4% | -4.3% | -12.5% |
| 6M | -11.5% | +25.5% | -37.0% | -19.8% |
| YTD | +7.9% | +43.6% | -35.7% | -6.8% |
| 1Y | -15.0% | +87.2% | -102.2% | -34.2% |
| All | +153.3% | +135.5% | +17.8% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling