+740.9%
STLD vs MDY
+165.3%
+575.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +2.9% | +2.3% | +0.7% | +0.1% |
| 30D | -5.6% | +2.0% | -7.6% | -7.8% |
| 3M | -11.7% | -5.6% | -6.1% | -5.1% |
| 6M | -2.8% | +1.3% | -4.1% | -4.2% |
| YTD | +36.4% | +12.3% | +24.1% | +18.7% |
| 1Y | +50.0% | +15.8% | +34.2% | +25.7% |
| 3Y | +122.3% | +56.5% | +65.8% | +28.9% |
| 5Y | +273.2% | +35.1% | +238.1% | +161.4% |
| All | +740.9% | +165.3% | +575.6% | +154.9% |
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