+769.0%
STLD vs MDY
+165.7%
+603.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.7% |
| 7D | +6.9% | +3.0% | +3.8% | +2.9% |
| 30D | -1.5% | +0.8% | -2.3% | -2.4% |
| 3M | -9.7% | -5.1% | -4.6% | -3.6% |
| 6M | +2.3% | +1.2% | +1.2% | +0.9% |
| YTD | +41.0% | +12.5% | +28.5% | +22.5% |
| 1Y | +51.8% | +13.8% | +38.1% | +30.0% |
| 3Y | +126.4% | +56.4% | +70.0% | +31.4% |
| 5Y | +285.7% | +35.3% | +250.4% | +169.7% |
| All | +769.0% | +165.7% | +603.4% | +163.0% |
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