+808.8%
MU vs STLD
+104.7%
+704.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -7.6% | -9.9% | -12.6% |
| 7D | -29.7% | -12.5% | -17.3% | -23.0% |
| 30D | -37.2% | -6.8% | -30.4% | -33.8% |
| 3M | -26.5% | -16.4% | -10.1% | -17.8% |
| 6M | +2.6% | -6.1% | +8.7% | +5.7% |
| YTD | +130.1% | +32.0% | +98.2% | +87.7% |
| 1Y | +176.7% | +45.5% | +131.2% | +111.2% |
| All | +808.8% | +104.7% | +704.1% | +465.1% |
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