+2,242.6%
MCHP vs STLD
+8,489.2%
-6,246.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.7% | -3.1% |
| 7D | -22.6% | -4.7% | -17.9% | -21.2% |
| 30D | -20.1% | -0.9% | -19.2% | -19.7% |
| 3M | -25.4% | -11.9% | -13.5% | -22.6% |
| 6M | -38.4% | +0.9% | -39.3% | -38.9% |
| YTD | -3.7% | +40.4% | -44.1% | -14.0% |
| 1Y | +11.7% | +56.6% | -44.8% | -3.5% |
| 3Y | -16.1% | +125.5% | -141.6% | -35.0% |
| 5Y | -16.9% | +292.8% | -309.7% | -46.4% |
| 10Y | +133.4% | +787.1% | -653.7% | +14.0% |
| All | +2,242.6% | +8,489.2% | -6,246.6% | +350.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling