+26.0%
MXL vs STLD
+291.8%
-265.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.7% | +6.7% | +6.4% |
| 7D | +15.5% | +2.7% | +12.8% | +13.7% |
| 30D | -11.3% | -8.4% | -2.9% | -7.1% |
| 3M | -16.1% | -9.9% | -6.2% | -12.7% |
| 6M | +323.0% | +33.0% | +290.0% | +252.7% |
| YTD | +281.5% | +42.6% | +238.9% | +205.1% |
| 1Y | +319.3% | +80.8% | +238.5% | +193.8% |
| 3Y | +189.4% | +143.4% | +46.0% | +69.5% |
| 5Y | +26.0% | +293.4% | -267.4% | -41.3% |
| All | +26.0% | +291.8% | -265.8% | -41.3% |
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 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