+229.0%
MRK vs STLD
+790.2%
-561.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | 0.0% | +6.9% | -6.8% | -0.8% |
| 30D | +3.5% | -1.5% | +5.0% | +3.6% |
| 3M | +11.2% | -9.7% | +20.9% | +12.3% |
| 6M | +32.5% | +2.3% | +30.2% | +31.4% |
| YTD | +42.5% | +41.0% | +1.5% | +35.1% |
| 1Y | +65.4% | +51.8% | +13.6% | +55.3% |
| 3Y | +58.8% | +126.4% | -67.6% | +39.6% |
| 5Y | +103.9% | +285.7% | -181.9% | +61.0% |
| All | +229.0% | +790.2% | -561.3% | +122.5% |
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