+22.0%
MUB vs STLD
+804.7%
-782.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -0.4% |
| 7D | +0.6% | -4.7% | +5.3% | +0.7% |
| 30D | +3.4% | -0.9% | +4.4% | +3.4% |
| 3M | -0.7% | -11.9% | +11.2% | -0.6% |
| 6M | -1.0% | +0.9% | -1.9% | -1.0% |
| YTD | 0.0% | +40.4% | -40.4% | -0.3% |
| 1Y | +0.4% | +56.6% | -56.2% | 0.0% |
| 3Y | +10.5% | +125.5% | -115.0% | +9.5% |
| 5Y | +3.1% | +292.8% | -289.7% | +1.3% |
| 10Y | +22.0% | +787.1% | -765.0% | +16.8% |
| All | +22.0% | +804.7% | -782.7% | +16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling