+1,122.7%
STLD vs MDY
+170.4%
+952.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +1.5% |
| 7D | -2.8% | -0.8% | -2.0% | -1.9% |
| 30D | -10.4% | -3.9% | -6.5% | -5.9% |
| 3M | -10.6% | 0.0% | -10.5% | -10.6% |
| 6M | +32.7% | +8.5% | +24.1% | +20.3% |
| YTD | +42.8% | +13.2% | +29.6% | +23.0% |
| 1Y | +86.9% | +15.0% | +71.9% | +58.0% |
| 3Y | +143.8% | +49.6% | +94.2% | +49.3% |
| 5Y | +293.5% | +46.0% | +247.5% | +149.2% |
| 10Y | +1,122.7% | +176.4% | +946.3% | +242.6% |
| All | +1,122.7% | +170.4% | +952.2% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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