+237.4%
MP vs STLD
+814.0%
-576.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.6% | +1.5% | -2.1% |
| 7D | -19.0% | -12.5% | -6.5% | -13.1% |
| 30D | -30.5% | -6.8% | -23.6% | -27.8% |
| 3M | -29.6% | -16.4% | -13.2% | -23.1% |
| 6M | -50.4% | -6.1% | -44.3% | -49.3% |
| YTD | -33.2% | +32.0% | -65.2% | -42.9% |
| 1Y | -38.6% | +45.5% | -84.1% | -50.2% |
| 3Y | +105.5% | +106.5% | -1.0% | +30.1% |
| 5Y | -7.8% | +267.2% | -275.0% | -60.3% |
| All | +237.4% | +814.0% | -576.6% | -13.0% |
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 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