+305.0%
STLD vs MNDY
-53.2%
+358.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.5% |
| 7D | -2.8% | -14.1% | +11.3% | -1.4% |
| 30D | -10.4% | -8.5% | -1.9% | -9.9% |
| 3M | -10.6% | -2.5% | -8.0% | -10.9% |
| 6M | +32.7% | +0.1% | +32.6% | +31.0% |
| YTD | +42.8% | -45.0% | +87.8% | +49.7% |
| 1Y | +86.9% | -58.1% | +145.1% | +101.5% |
| 3Y | +143.8% | -52.6% | +196.4% | +154.9% |
| 5Y | +293.5% | -79.3% | +372.8% | +280.8% |
| All | +305.0% | -53.2% | +358.2% | +362.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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