+2,444.0%
MULL vs STLD
+68.6%
+2,375.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.0% |
| 7D | +14.0% | +2.7% | +11.3% | +9.4% |
| 30D | +24.8% | -8.4% | +33.2% | +38.3% |
| 3M | -16.1% | -9.9% | -6.2% | -7.4% |
| 6M | +330.9% | +33.0% | +297.9% | +174.8% |
| YTD | +545.0% | +42.6% | +502.4% | +259.0% |
| 1Y | +2,427.1% | +80.8% | +2,346.4% | +847.0% |
| All | +2,444.0% | +68.6% | +2,375.4% | +872.6% |
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