+86.9%
STLD vs MDY
+14.2%
+72.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +1.4% |
| 7D | -2.8% | -0.8% | -2.0% | -1.9% |
| 30D | -10.4% | -3.9% | -6.5% | -6.0% |
| 3M | -10.6% | 0.0% | -10.5% | -10.6% |
| 6M | +32.7% | +8.5% | +24.1% | +20.0% |
| YTD | +42.8% | +13.2% | +29.6% | +22.9% |
| 1Y | +86.9% | +15.0% | +71.9% | +58.0% |
| All | +86.9% | +14.2% | +72.7% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling