+928.4%
MRK vs STLD
+8,593.6%
-7,665.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +1.2% | -0.1% | +1.3% | +1.1% |
| 3M | +13.5% | -9.2% | +22.7% | +14.6% |
| 6M | +34.0% | +1.8% | +32.2% | +32.9% |
| YTD | +42.7% | +42.1% | +0.6% | +34.8% |
| 1Y | +66.6% | +58.5% | +8.1% | +55.0% |
| 3Y | +59.1% | +128.2% | -69.1% | +38.8% |
| 5Y | +104.1% | +288.2% | -184.1% | +61.2% |
| 10Y | +227.3% | +799.8% | -572.5% | +117.9% |
| All | +928.4% | +8,593.6% | -7,665.3% | +320.9% |
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