+4,043.0%
MU vs STLD
+7,971.8%
-3,928.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -7.6% | -9.9% | -14.4% |
| 7D | -29.7% | -12.5% | -17.3% | -25.5% |
| 30D | -37.2% | -6.8% | -30.4% | -35.1% |
| 3M | -26.5% | -16.4% | -10.1% | -21.2% |
| 6M | +2.6% | -6.1% | +8.7% | +5.0% |
| YTD | +130.1% | +32.0% | +98.2% | +104.9% |
| 1Y | +176.7% | +45.5% | +131.2% | +137.1% |
| 3Y | +813.1% | +106.5% | +706.6% | +580.0% |
| 5Y | +822.0% | +267.2% | +554.8% | +425.9% |
| 10Y | +3,936.2% | +878.9% | +3,057.3% | +1,354.3% |
| All | +4,043.0% | +7,971.8% | -3,928.8% | +506.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling