+1,211.6%
MULL vs STLD
+61.3%
+1,150.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -1.9% | -0.5% |
| 7D | +24.5% | +2.9% | +21.6% | +19.9% |
| 30D | -35.5% | -5.6% | -30.0% | -26.4% |
| 3M | -44.8% | -11.7% | -33.1% | -32.7% |
| 6M | -45.5% | -2.8% | -42.7% | -43.0% |
| YTD | +232.5% | +36.4% | +196.1% | +104.7% |
| 1Y | +343.3% | +50.0% | +293.2% | +134.9% |
| All | +1,211.6% | +61.3% | +1,150.2% | +454.6% |
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 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