+220.6%
MXL vs STLD
+1,842.5%
-1,621.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.2% | +10.2% | +10.7% |
| 7D | +5.5% | -0.5% | +5.9% | +6.7% |
| 30D | -32.6% | -0.1% | -32.6% | -31.7% |
| 3M | -13.1% | -9.2% | -4.0% | -7.6% |
| 6M | -41.4% | +1.8% | -43.1% | -42.3% |
| YTD | +243.9% | +42.1% | +201.8% | +185.6% |
| 1Y | +305.1% | +58.5% | +246.5% | +218.2% |
| 3Y | +260.1% | +128.2% | +131.8% | +130.9% |
| 5Y | -12.1% | +288.2% | -300.3% | -58.5% |
| 10Y | +182.8% | +799.8% | -617.0% | -22.5% |
| All | +220.6% | +1,842.5% | -1,621.9% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling