+787.1%
STLD vs MDY
+171.2%
+615.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +4.2% |
| 7D | -4.7% | 0.0% | -4.7% | -4.6% |
| 30D | -0.9% | +1.0% | -1.9% | -2.1% |
| 3M | -11.9% | -4.1% | -7.8% | -7.2% |
| 6M | +0.9% | +0.6% | +0.3% | +0.2% |
| YTD | +40.4% | +12.9% | +27.5% | +21.4% |
| 1Y | +56.6% | +14.6% | +42.0% | +32.9% |
| 3Y | +125.5% | +57.1% | +68.4% | +30.2% |
| 5Y | +292.8% | +37.1% | +255.7% | +170.2% |
| 10Y | +787.1% | +171.5% | +615.6% | +159.5% |
| All | +787.1% | +171.2% | +615.9% | +159.5% |
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