+307.3%
STLD vs MNDY
-47.4%
+354.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | -1.0% |
| 7D | +3.1% | -9.6% | +12.7% | +4.1% |
| 30D | -9.0% | -0.4% | -8.6% | -9.2% |
| 3M | -12.4% | +4.3% | -16.7% | -13.2% |
| 6M | +25.5% | +19.8% | +5.7% | +21.6% |
| YTD | +43.6% | -38.3% | +81.9% | +48.9% |
| 1Y | +87.2% | -50.1% | +137.3% | +98.1% |
| 3Y | +135.2% | -48.4% | +183.7% | +144.0% |
| 5Y | +290.9% | -76.0% | +366.9% | +275.1% |
| All | +307.3% | -47.4% | +354.7% | +360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling