+2.3%
MUB vs STLD
+292.4%
-290.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.9% | +3.1% | -4.0% | -0.9% |
| 30D | -1.4% | -9.0% | +7.6% | -1.4% |
| 3M | -2.2% | -12.4% | +10.2% | -2.1% |
| 6M | -1.9% | +25.5% | -27.4% | -2.0% |
| YTD | -0.8% | +43.6% | -44.4% | -0.9% |
| 1Y | +2.7% | +87.2% | -84.4% | +2.5% |
| 3Y | +8.6% | +135.2% | -126.6% | +8.1% |
| All | +2.3% | +292.4% | -290.1% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling