+258.8%
STLD vs MKC
-32.7%
+291.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.8% |
| 7D | -11.1% | +2.3% | -13.5% | -11.4% |
| 30D | -4.8% | +8.1% | -12.9% | -5.7% |
| 3M | -14.6% | -6.4% | -8.1% | -14.0% |
| 6M | -7.4% | +1.8% | -9.2% | -8.0% |
| YTD | +32.6% | -26.9% | +59.5% | +38.6% |
| 1Y | +47.3% | -21.7% | +69.0% | +52.2% |
| 3Y | +107.5% | -18.7% | +126.3% | +110.1% |
| All | +258.8% | -32.7% | +291.5% | +337.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling