+1,082.9%
MULL vs STLD
+60.0%
+1,022.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +2.1% | +10.2% | +9.3% |
| 7D | -27.1% | -9.7% | -17.4% | -12.1% |
| 30D | -54.2% | -4.5% | -49.7% | -48.6% |
| 3M | -42.0% | -13.1% | -28.9% | -28.1% |
| 6M | -43.5% | -2.8% | -40.7% | -40.8% |
| YTD | +199.9% | +35.3% | +164.6% | +86.7% |
| 1Y | +292.8% | +51.4% | +241.5% | +104.9% |
| All | +1,082.9% | +60.0% | +1,022.9% | +405.8% |
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