+475.1%
MULL vs STLD
+59.7%
+415.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.0% | -10.7% | -10.5% |
| 7D | -35.9% | -3.9% | -32.0% | -33.0% |
| 30D | -47.3% | -0.4% | -47.0% | -46.9% |
| 3M | -30.6% | -9.2% | -21.4% | -22.8% |
| 6M | +13.7% | +5.0% | +8.7% | +5.5% |
| YTD | +272.1% | +42.8% | +229.3% | +128.3% |
| 1Y | +475.1% | +60.1% | +415.0% | +142.4% |
| All | +475.1% | +59.7% | +415.4% | +142.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling