+6,028.8%
MU vs STLD
+1,105.0%
+4,923.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.9% |
| 7D | +9.0% | +3.1% | +5.8% | +7.2% |
| 30D | +13.8% | -9.0% | +22.8% | +18.4% |
| 3M | +2.1% | -12.4% | +14.5% | +7.7% |
| 6M | +153.8% | +25.5% | +128.3% | +125.8% |
| YTD | +256.4% | +43.6% | +212.8% | +195.9% |
| 1Y | +719.8% | +87.2% | +632.6% | +499.1% |
| 3Y | +1,360.4% | +135.2% | +1,225.1% | +856.7% |
| 5Y | +1,312.4% | +290.9% | +1,021.5% | +595.2% |
| All | +6,028.8% | +1,105.0% | +4,923.8% | +1,722.3% |
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