+427.0%
MCK vs STLD
+1,131.4%
-704.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.1% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | +0.4% | -8.9% | +9.3% | +2.0% |
| 3M | +12.1% | -14.0% | +26.1% | +14.8% |
| 6M | -5.4% | +30.8% | -36.3% | -10.6% |
| YTD | +7.8% | +42.3% | -34.5% | 0.0% |
| 1Y | +22.9% | +81.1% | -58.2% | +8.6% |
| 3Y | +110.7% | +149.2% | -38.5% | +68.6% |
| 5Y | +346.2% | +292.9% | +53.3% | +204.2% |
| All | +427.0% | +1,131.4% | -704.4% | +129.8% |
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