+366.2%
MULL vs STLD
+58.4%
+307.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +1.2% | +22.8% | +22.6% |
| 7D | -2.5% | -0.5% | -2.1% | +1.7% |
| 30D | -40.1% | -0.1% | -40.0% | -37.3% |
| 3M | -28.2% | -9.2% | -19.1% | -17.2% |
| 6M | -39.6% | +1.8% | -41.3% | -40.3% |
| YTD | +262.6% | +42.1% | +220.5% | +139.5% |
| 1Y | +366.2% | +58.5% | +307.7% | +137.4% |
| All | +366.2% | +58.4% | +307.8% | +137.4% |
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