+852.5%
STLD vs MLM
+185.4%
+667.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.6% |
| 7D | -11.1% | -4.1% | -7.0% | -8.7% |
| 30D | -4.8% | +8.2% | -13.0% | -9.6% |
| 3M | -14.6% | -3.6% | -11.0% | -13.0% |
| 6M | -7.4% | -15.6% | +8.2% | +1.7% |
| YTD | +32.6% | -16.4% | +49.0% | +44.9% |
| 1Y | +47.3% | -14.3% | +61.7% | +58.4% |
| 3Y | +107.5% | +19.3% | +88.2% | +77.0% |
| 5Y | +268.8% | +29.6% | +239.3% | +192.4% |
| All | +852.5% | +185.4% | +667.1% | +334.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling