+106.8%
MRK vs STLD
+255.4%
-148.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -1.9% | -11.1% | +9.3% | -0.9% |
| 30D | +2.8% | -4.8% | +7.5% | +3.2% |
| 3M | +15.0% | -14.6% | +29.5% | +16.3% |
| 6M | +30.9% | -7.4% | +38.3% | +31.3% |
| YTD | +42.3% | +32.6% | +9.7% | +37.7% |
| 1Y | +76.1% | +47.3% | +28.7% | +69.0% |
| 3Y | +54.1% | +107.5% | -53.4% | +43.1% |
| All | +106.8% | +255.4% | -148.6% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling