+1,000.7%
MUU vs STLD
+77.9%
+922.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.5% | +8.7% | +8.6% |
| 7D | -42.8% | -11.1% | -31.6% | -30.2% |
| 30D | -63.6% | -4.8% | -58.8% | -59.3% |
| 3M | -48.5% | -14.6% | -34.0% | -35.5% |
| 6M | -36.9% | -7.4% | -29.5% | -29.0% |
| YTD | +176.7% | +32.6% | +144.1% | +83.9% |
| 1Y | +266.3% | +47.3% | +218.9% | +109.2% |
| All | +1,000.7% | +77.9% | +922.8% | +387.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling