+180.6%
MPC vs STLD
+135.5%
+45.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +5.4% | +3.1% | +2.3% | +4.4% |
| 30D | +31.0% | -9.0% | +40.0% | +34.4% |
| 3M | +46.0% | -12.4% | +58.4% | +51.2% |
| 6M | +77.3% | +25.5% | +51.8% | +61.7% |
| YTD | +141.9% | +43.6% | +98.3% | +109.1% |
| 1Y | +120.9% | +87.2% | +33.7% | +70.3% |
| All | +180.6% | +135.5% | +45.1% | +98.4% |
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