+1,120.7%
STLD vs MKC
+27.7%
+1,093.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +2.7% | -4.3% | +7.0% | +3.5% |
| 30D | -8.4% | -2.0% | -6.4% | -8.2% |
| 3M | -9.9% | +10.0% | -19.9% | -11.8% |
| 6M | +33.0% | -18.5% | +51.6% | +38.0% |
| YTD | +42.6% | -22.4% | +65.0% | +49.2% |
| 1Y | +80.8% | -23.6% | +104.4% | +89.4% |
| 3Y | +143.4% | -30.4% | +173.9% | +157.7% |
| 5Y | +293.4% | -34.2% | +327.6% | +320.3% |
| All | +1,120.7% | +27.7% | +1,093.0% | +1,116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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