+286.5%
MXL vs STLD
+1,092.9%
-806.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.4% | +7.4% |
| 7D | +19.0% | -2.8% | +21.8% | +20.7% |
| 30D | +4.5% | -10.4% | +14.9% | +10.8% |
| 3M | -1.5% | -10.6% | +9.1% | +2.8% |
| 6M | +348.6% | +32.7% | +315.9% | +278.6% |
| YTD | +310.3% | +42.8% | +267.5% | +231.9% |
| 1Y | +344.7% | +86.9% | +257.8% | +211.3% |
| 3Y | +211.2% | +143.8% | +67.4% | +85.0% |
| 5Y | +34.8% | +293.5% | -258.6% | -40.2% |
| 10Y | +286.5% | +1,122.7% | -836.1% | -8.6% |
| All | +286.5% | +1,092.9% | -806.3% | -8.6% |
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 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