+3,941.4%
MCK vs STLD
+8,620.8%
-4,679.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -1.9% | +2.7% | -4.6% | -2.3% |
| 30D | +2.4% | -8.4% | +10.8% | +3.6% |
| 3M | +16.1% | -9.9% | +26.0% | +17.7% |
| 6M | -3.1% | +33.0% | -36.1% | -7.7% |
| YTD | +8.7% | +42.6% | -33.9% | +2.2% |
| 1Y | +28.1% | +80.8% | -52.7% | +15.8% |
| 3Y | +114.1% | +143.4% | -29.3% | +81.0% |
| 5Y | +342.5% | +293.4% | +49.1% | +237.6% |
| 10Y | +424.1% | +1,080.4% | -656.3% | +223.5% |
| All | +3,941.4% | +8,620.8% | -4,679.4% | +1,670.3% |
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