+8,153.7%
STLD vs MDY
+1,933.7%
+6,220.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.8% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -9.0% | -1.5% | -7.5% | -7.2% |
| 3M | -12.4% | +0.8% | -13.1% | -13.3% |
| 6M | +25.5% | +7.4% | +18.1% | +14.8% |
| YTD | +43.6% | +15.2% | +28.4% | +20.1% |
| 1Y | +87.2% | +16.5% | +70.6% | +54.3% |
| 3Y | +135.2% | +46.8% | +88.4% | +43.6% |
| 5Y | +290.9% | +46.0% | +244.8% | +140.4% |
| 10Y | +1,113.5% | +172.1% | +941.4% | +247.7% |
| All | +8,153.7% | +1,933.7% | +6,220.0% | +356.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling