+139.1%
STLD vs MLM
+15.1%
+123.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.2% |
| 7D | +3.1% | -2.9% | +6.1% | +4.7% |
| 30D | -9.0% | -6.8% | -2.2% | -5.7% |
| 3M | -12.4% | -11.2% | -1.1% | -7.4% |
| 6M | +25.5% | -21.8% | +47.3% | +41.6% |
| YTD | +43.6% | -17.0% | +60.6% | +54.8% |
| 1Y | +87.2% | -16.4% | +103.6% | +100.6% |
| All | +139.1% | +15.1% | +123.9% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling