+117.9%
STLD vs MDY
+57.1%
+60.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | -1.5% |
| 7D | -9.7% | +0.7% | -10.3% | -10.3% |
| 30D | -4.5% | +1.3% | -5.8% | -5.9% |
| 3M | -13.1% | -4.1% | -9.0% | -8.7% |
| 6M | -2.8% | +1.0% | -3.7% | -3.7% |
| YTD | +35.3% | +13.3% | +22.0% | +17.9% |
| 1Y | +51.4% | +15.7% | +35.6% | +28.8% |
| 3Y | +117.9% | +59.6% | +58.4% | +45.0% |
| All | +117.9% | +57.1% | +60.9% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling