+87.2%
STLD vs MLM
-15.9%
+103.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.1% |
| 7D | +3.1% | -2.9% | +6.1% | +4.4% |
| 30D | -9.0% | -6.8% | -2.2% | -6.4% |
| 3M | -12.4% | -11.2% | -1.1% | -8.3% |
| 6M | +25.5% | -21.8% | +47.3% | +35.6% |
| YTD | +43.6% | -17.0% | +60.6% | +47.9% |
| 1Y | +87.2% | -16.4% | +103.6% | +90.7% |
| All | +87.2% | -15.9% | +103.1% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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