+96.6%
MPC vs STLD
+45.5%
+51.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -16.2% | -11.1% | -5.1% | -15.3% |
| 30D | -15.7% | -4.8% | -10.9% | -15.2% |
| 3M | +24.9% | -14.6% | +39.4% | +26.1% |
| 6M | +52.7% | -7.4% | +60.1% | +54.4% |
| YTD | +131.9% | +32.6% | +99.3% | +128.4% |
| 1Y | +96.6% | +47.3% | +49.3% | +91.8% |
| All | +96.6% | +45.5% | +51.2% | +91.8% |
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