+6,315.4%
MU vs STLD
+8,684.3%
-2,368.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.7% |
| 7D | +9.0% | +3.1% | +5.8% | +7.5% |
| 30D | +13.8% | -9.0% | +22.8% | +17.6% |
| 3M | +2.1% | -12.4% | +14.5% | +6.8% |
| 6M | +153.8% | +25.5% | +128.3% | +130.5% |
| YTD | +256.4% | +43.6% | +212.8% | +205.7% |
| 1Y | +719.8% | +87.2% | +632.6% | +532.2% |
| 3Y | +1,360.4% | +135.2% | +1,225.1% | +927.0% |
| 5Y | +1,312.4% | +290.9% | +1,021.5% | +679.2% |
| 10Y | +6,142.6% | +1,113.5% | +5,029.1% | +1,958.1% |
| All | +6,315.4% | +8,684.3% | -2,368.8% | +804.3% |
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 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