+7,518.6%
STLD vs MKC
+1,515.0%
+6,003.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.5% |
| 7D | -11.1% | +2.3% | -13.5% | -11.9% |
| 30D | -4.8% | +8.1% | -12.9% | -7.6% |
| 3M | -14.6% | -6.4% | -8.1% | -13.3% |
| 6M | -7.4% | +1.8% | -9.2% | -9.2% |
| YTD | +32.6% | -26.9% | +59.5% | +44.2% |
| 1Y | +47.3% | -21.7% | +69.0% | +56.3% |
| 3Y | +107.5% | -18.7% | +126.3% | +112.3% |
| 5Y | +268.8% | -32.8% | +301.7% | +296.3% |
| 10Y | +883.3% | +27.0% | +856.4% | +678.4% |
| All | +7,518.6% | +1,515.0% | +6,003.6% | +3,273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling