+106.0%
MPC vs STLD
+47.9%
+58.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.6% | +3.7% | -3.2% |
| 7D | -12.8% | -12.5% | -0.3% | -11.8% |
| 30D | -12.7% | -6.8% | -5.9% | -12.1% |
| 3M | +27.1% | -16.4% | +43.4% | +28.4% |
| 6M | +45.8% | -6.1% | +51.9% | +47.4% |
| YTD | +134.7% | +32.0% | +102.7% | +132.7% |
| 1Y | +106.0% | +45.5% | +60.5% | +104.0% |
| All | +106.0% | +47.9% | +58.1% | +104.0% |
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 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