+159.9%
MXL vs STLD
+804.7%
-644.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.8% | -7.5% | -5.8% |
| 7D | -15.9% | -4.7% | -11.2% | -12.7% |
| 30D | -44.0% | -0.9% | -43.1% | -43.0% |
| 3M | -21.3% | -11.9% | -9.5% | -14.7% |
| 6M | -46.1% | +0.9% | -47.0% | -46.8% |
| YTD | +208.8% | +40.4% | +168.4% | +154.6% |
| 1Y | +255.5% | +56.6% | +199.0% | +176.4% |
| 3Y | +223.3% | +125.5% | +97.8% | +102.4% |
| 5Y | -18.1% | +292.8% | -310.9% | -63.4% |
| 10Y | +159.9% | +787.1% | -627.2% | -35.3% |
| All | +159.9% | +804.7% | -644.8% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling