+131.0%
MCHP vs STLD
+779.4%
-648.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +4.4% |
| 7D | -19.2% | -9.7% | -9.5% | -14.9% |
| 30D | -18.6% | -4.5% | -14.1% | -16.5% |
| 3M | -26.9% | -13.1% | -13.9% | -22.2% |
| 6M | -37.2% | -2.8% | -34.5% | -37.1% |
| YTD | -1.8% | +35.3% | -37.2% | -16.7% |
| 1Y | +12.1% | +51.4% | -39.2% | -9.8% |
| 3Y | -10.0% | +117.9% | -127.9% | -39.4% |
| 5Y | -17.3% | +272.6% | -289.9% | -58.3% |
| 10Y | +131.0% | +782.2% | -651.2% | -24.9% |
| All | +131.0% | +779.4% | -648.4% | -24.9% |
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