+953.2%
MULL vs STLD
+56.7%
+896.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.5% | +8.7% | +8.5% |
| 7D | -42.7% | -11.1% | -31.6% | -29.5% |
| 30D | -63.8% | -4.8% | -59.0% | -59.3% |
| 3M | -49.0% | -14.6% | -34.5% | -35.5% |
| 6M | -38.2% | -7.4% | -30.8% | -30.3% |
| YTD | +167.0% | +32.6% | +134.5% | +70.8% |
| 1Y | +247.7% | +47.3% | +200.4% | +88.2% |
| All | +953.2% | +56.7% | +896.5% | +362.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling