+934.4%
MRK vs STLD
+8,489.2%
-7,554.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.2% | -1.0% |
| 7D | +2.3% | -4.7% | +7.0% | +2.9% |
| 30D | +1.7% | -0.9% | +2.6% | +1.7% |
| 3M | +13.8% | -11.9% | +25.6% | +15.3% |
| 6M | +34.7% | +0.9% | +33.8% | +33.8% |
| YTD | +43.6% | +40.4% | +3.1% | +35.9% |
| 1Y | +75.7% | +56.6% | +19.1% | +63.8% |
| 3Y | +60.0% | +125.5% | -65.5% | +39.8% |
| 5Y | +105.4% | +292.8% | -187.5% | +61.9% |
| 10Y | +224.1% | +787.1% | -562.9% | +116.2% |
| All | +934.4% | +8,489.2% | -7,554.8% | +324.1% |
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