+171.5%
MXL vs STLD
+144.6%
+26.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.5% |
| 7D | +1.6% | +3.1% | -1.5% | -0.3% |
| 30D | -7.0% | -9.0% | +2.0% | -1.8% |
| 3M | -33.4% | -12.4% | -21.0% | -28.8% |
| 6M | +260.2% | +25.5% | +234.7% | +203.3% |
| YTD | +260.0% | +43.6% | +216.3% | +176.9% |
| 1Y | +303.5% | +87.2% | +216.3% | +162.9% |
| All | +171.5% | +144.6% | +26.9% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling