+4,277.4%
MU vs STLD
+804.7%
+3,472.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -3.0% |
| 7D | -15.2% | -4.7% | -10.5% | -12.7% |
| 30D | -29.5% | -0.9% | -28.6% | -28.8% |
| 3M | -15.8% | -11.9% | -3.9% | -10.6% |
| 6M | -2.9% | +0.9% | -3.8% | -3.8% |
| YTD | +154.2% | +40.4% | +113.8% | +113.5% |
| 1Y | +186.6% | +56.6% | +130.0% | +128.4% |
| 3Y | +871.5% | +125.5% | +746.0% | +548.7% |
| 5Y | +911.7% | +292.8% | +618.9% | +394.9% |
| 10Y | +4,277.4% | +787.1% | +3,490.3% | +1,277.8% |
| All | +4,277.4% | +804.7% | +3,472.7% | +1,277.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling