+236.2%
MRK vs STLD
+1,092.9%
-856.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.7% | -2.8% | +0.1% | -2.4% |
| 30D | +12.7% | -10.4% | +23.1% | +14.1% |
| 3M | +24.2% | -10.6% | +34.8% | +25.7% |
| 6M | +27.8% | +32.7% | -4.9% | +22.3% |
| YTD | +42.2% | +42.8% | -0.6% | +34.6% |
| 1Y | +80.2% | +86.9% | -6.7% | +64.4% |
| 3Y | +48.4% | +143.8% | -95.4% | +28.7% |
| 5Y | +133.6% | +293.5% | -159.9% | +82.7% |
| 10Y | +236.2% | +1,122.7% | -886.4% | +91.7% |
| All | +236.2% | +1,092.9% | -856.6% | +91.7% |
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