+201.4%
MCHP vs STLD
+1,092.9%
-891.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.3% | -2.8% | +3.2% | +1.7% |
| 30D | -9.8% | -10.4% | +0.6% | -5.3% |
| 3M | -19.7% | -10.6% | -9.1% | -16.3% |
| 6M | +13.6% | +32.7% | -19.1% | -2.0% |
| YTD | +16.5% | +42.8% | -26.3% | -3.5% |
| 1Y | +15.7% | +86.9% | -71.3% | -15.9% |
| 3Y | 0.0% | +143.8% | -143.9% | -36.0% |
| 5Y | +4.4% | +293.5% | -289.1% | -48.7% |
| 10Y | +201.4% | +1,122.7% | -921.3% | -13.8% |
| All | +201.4% | +1,092.9% | -891.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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