+3,005.7%
MPC vs STLD
+1,884.6%
+1,121.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.6% | +3.7% | -0.5% |
| 7D | -12.8% | -12.5% | -0.3% | -7.3% |
| 30D | -12.7% | -6.8% | -5.9% | -10.2% |
| 3M | +27.1% | -16.4% | +43.4% | +36.6% |
| 6M | +45.8% | -6.1% | +51.9% | +46.7% |
| YTD | +134.7% | +32.0% | +102.7% | +98.8% |
| 1Y | +106.0% | +45.5% | +60.5% | +66.1% |
| 3Y | +165.5% | +106.5% | +59.0% | +74.8% |
| 5Y | +540.9% | +267.2% | +273.7% | +193.7% |
| 10Y | +1,133.6% | +878.9% | +254.7% | +221.9% |
| All | +3,005.7% | +1,884.6% | +1,121.1% | +452.4% |
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 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