+1,362.4%
MU vs STLD
+135.5%
+1,226.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +7.1% |
| 7D | +9.0% | +3.1% | +5.8% | +6.7% |
| 30D | +13.8% | -9.0% | +22.8% | +19.9% |
| 3M | +2.1% | -12.4% | +14.5% | +9.5% |
| 6M | +153.8% | +25.5% | +128.3% | +116.6% |
| YTD | +256.4% | +43.6% | +212.8% | +176.4% |
| 1Y | +719.8% | +87.2% | +632.6% | +432.9% |
| All | +1,362.4% | +135.5% | +1,226.9% | +750.6% |
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