+344.7%
MXL vs STLD
+80.8%
+263.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.4% | +7.4% |
| 7D | +19.0% | -2.8% | +21.8% | +20.8% |
| 30D | +4.5% | -10.4% | +14.9% | +10.8% |
| 3M | -1.5% | -10.6% | +9.1% | +4.3% |
| 6M | +348.6% | +32.7% | +315.9% | +248.8% |
| YTD | +310.3% | +42.8% | +267.5% | +198.1% |
| 1Y | +344.7% | +86.9% | +257.8% | +182.2% |
| All | +344.7% | +80.8% | +263.9% | +182.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling