+11.3%
MUB vs STLD
+115.4%
-104.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | +1.0% | -9.7% | +10.7% | +1.1% |
| 30D | +3.9% | -4.5% | +8.4% | +3.9% |
| 3M | -0.4% | -13.1% | +12.7% | -0.3% |
| 6M | -0.6% | -2.8% | +2.2% | -0.6% |
| YTD | +0.4% | +35.3% | -34.9% | +0.3% |
| 1Y | +0.8% | +51.4% | -50.5% | +0.8% |
| 3Y | +11.3% | +117.9% | -106.6% | +10.4% |
| All | +11.3% | +115.4% | -104.0% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling