-16.2%
MCHP vs STLD
+105.6%
-121.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.5% | -10.5% | -10.3% |
| 7D | -24.6% | -11.1% | -13.4% | -18.9% |
| 30D | -25.2% | -4.8% | -20.4% | -22.7% |
| 3M | -21.1% | -14.6% | -6.5% | -13.8% |
| 6M | -42.7% | -7.4% | -35.3% | -41.1% |
| YTD | -6.9% | +32.6% | -39.4% | -24.9% |
| 1Y | +0.9% | +47.3% | -46.4% | -24.3% |
| 3Y | -16.2% | +107.5% | -123.8% | -49.4% |
| All | -16.2% | +105.6% | -121.9% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling