+258.8%
STLD vs MLM
+23.5%
+235.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.5% |
| 7D | -11.1% | -4.1% | -7.0% | -8.8% |
| 30D | -4.8% | +8.2% | -13.0% | -9.4% |
| 3M | -14.6% | -3.6% | -11.0% | -13.0% |
| 6M | -7.4% | -15.6% | +8.2% | +1.5% |
| YTD | +32.6% | -16.4% | +49.0% | +44.3% |
| 1Y | +47.3% | -14.3% | +61.7% | +57.6% |
| 3Y | +107.5% | +19.3% | +88.2% | +74.3% |
| All | +258.8% | +23.5% | +235.3% | +178.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling