+22.8%
MUB vs STLD
+761.4%
-738.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | -0.3% |
| 7D | -1.3% | +2.9% | -4.2% | -1.3% |
| 30D | +2.2% | -5.6% | +7.7% | +2.2% |
| 3M | -1.6% | -11.7% | +10.1% | -1.5% |
| 6M | -1.3% | -2.8% | +1.5% | -1.3% |
| YTD | -0.7% | +36.4% | -37.1% | -1.0% |
| 1Y | -0.2% | +50.0% | -50.2% | -0.6% |
| 3Y | +9.6% | +122.3% | -112.7% | +8.7% |
| 5Y | +2.6% | +273.2% | -270.7% | +0.8% |
| All | +22.8% | +761.4% | -738.6% | +17.1% |
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 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