+20.8%
MUB vs STLD
+868.9%
-848.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +0.7% | -11.1% | +11.8% | +0.8% |
| 30D | +4.4% | -4.8% | +9.1% | +4.4% |
| 3M | -0.2% | -14.6% | +14.4% | -0.1% |
| 6M | -0.6% | -7.4% | +6.8% | -0.6% |
| YTD | +0.3% | +32.6% | -32.2% | +0.1% |
| 1Y | +0.8% | +47.3% | -46.6% | +0.4% |
| 3Y | +12.0% | +107.5% | -95.5% | +11.2% |
| 5Y | +3.4% | +268.8% | -265.4% | +1.9% |
| All | +20.8% | +868.9% | -848.1% | +17.9% |
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