+944.2%
MRK vs STLD
+8,684.3%
-7,740.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | +1.3% | +3.1% | -1.8% | +0.9% |
| 30D | +17.1% | -9.0% | +26.1% | +18.4% |
| 3M | +25.9% | -12.4% | +38.3% | +27.7% |
| 6M | +26.8% | +25.5% | +1.3% | +22.2% |
| YTD | +44.9% | +43.6% | +1.3% | +36.9% |
| 1Y | +84.8% | +87.2% | -2.4% | +68.2% |
| 3Y | +50.1% | +135.2% | -85.1% | +30.5% |
| 5Y | +127.4% | +290.9% | -163.5% | +79.4% |
| 10Y | +240.0% | +1,113.5% | -873.5% | +117.4% |
| All | +944.2% | +8,684.3% | -7,740.1% | +327.5% |
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 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