+2,523.1%
MULL vs STLD
+69.8%
+2,453.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.6% | +13.4% | +14.0% |
| 7D | +17.3% | +3.1% | +14.2% | +11.7% |
| 30D | +23.5% | -9.0% | +32.5% | +38.1% |
| 3M | -24.0% | -12.4% | -11.6% | -10.9% |
| 6M | +276.7% | +25.5% | +251.2% | +164.5% |
| YTD | +565.1% | +43.6% | +521.5% | +266.4% |
| 1Y | +2,802.6% | +87.2% | +2,715.4% | +928.6% |
| All | +2,523.1% | +69.8% | +2,453.3% | +892.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling