+8,107.1%
STLD vs MLM
+3,322.0%
+4,785.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -4.5% |
| 7D | -3.9% | +9.1% | -13.1% | -9.1% |
| 30D | -0.4% | +14.6% | -15.0% | -8.7% |
| 3M | -9.2% | +0.3% | -9.5% | -9.9% |
| 6M | +5.0% | -7.5% | +12.4% | +8.6% |
| YTD | +42.8% | -10.2% | +53.0% | +49.1% |
| 1Y | +60.1% | -10.5% | +70.6% | +67.2% |
| 3Y | +123.5% | +27.8% | +95.6% | +84.9% |
| 5Y | +302.0% | +38.9% | +263.1% | +211.7% |
| 10Y | +959.3% | +211.4% | +747.9% | +373.2% |
| All | +8,107.1% | +3,322.0% | +4,785.2% | +1,273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling