+140.2%
STLD vs MKC
-30.0%
+170.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.6% |
| 7D | +3.1% | -5.9% | +9.0% | +3.4% |
| 30D | -9.0% | -0.9% | -8.1% | -9.0% |
| 3M | -12.4% | +12.7% | -25.1% | -13.2% |
| 6M | +25.5% | -19.3% | +44.8% | +29.0% |
| YTD | +43.6% | -22.2% | +65.8% | +47.9% |
| 1Y | +87.2% | -23.3% | +110.5% | +93.1% |
| All | +140.2% | -30.0% | +170.2% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling