+22.9%
MCK vs STLD
+82.8%
-59.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | 0.0% |
| 7D | -2.9% | -0.9% | -2.0% | -2.9% |
| 30D | +0.4% | -8.9% | +9.3% | +0.2% |
| 3M | +12.1% | -14.0% | +26.1% | +11.2% |
| 6M | -5.4% | +30.8% | -36.3% | -4.2% |
| YTD | +7.8% | +42.3% | -34.5% | +9.6% |
| 1Y | +22.9% | +81.1% | -58.2% | +28.6% |
| All | +22.9% | +82.8% | -59.9% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling