+293.4%
STLD vs MDY
+47.1%
+246.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | 0.0% |
| 7D | +2.7% | +1.0% | +1.6% | +1.5% |
| 30D | -8.4% | -3.1% | -5.3% | -5.0% |
| 3M | -9.9% | +1.8% | -11.7% | -11.8% |
| 6M | +33.0% | +10.8% | +22.2% | +18.7% |
| YTD | +42.6% | +14.4% | +28.1% | +22.7% |
| 1Y | +80.8% | +15.2% | +65.6% | +54.6% |
| 3Y | +143.4% | +51.2% | +92.2% | +54.7% |
| 5Y | +293.4% | +47.2% | +246.2% | +153.3% |
| All | +293.4% | +47.1% | +246.3% | +153.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling