+893.4%
MU vs STLD
+269.6%
+623.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +5.2% |
| 7D | -12.0% | -9.7% | -2.4% | -6.7% |
| 30D | -28.7% | -4.5% | -24.2% | -26.5% |
| 3M | -16.4% | -13.1% | -3.4% | -10.3% |
| 6M | -1.8% | -2.8% | +1.0% | -0.9% |
| YTD | +157.1% | +35.3% | +121.7% | +118.3% |
| 1Y | +208.5% | +51.4% | +157.1% | +147.6% |
| 3Y | +906.2% | +117.9% | +788.2% | +579.8% |
| 5Y | +893.4% | +272.6% | +620.8% | +422.2% |
| All | +893.4% | +269.6% | +623.8% | +422.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling