+8,153.7%
STLD vs MKC
+1,619.5%
+6,534.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.3% |
| 7D | +3.1% | -5.9% | +9.0% | +5.2% |
| 30D | -9.0% | -0.9% | -8.1% | -8.9% |
| 3M | -12.4% | +12.7% | -25.1% | -16.4% |
| 6M | +25.5% | -19.3% | +44.8% | +33.3% |
| YTD | +43.6% | -22.2% | +65.8% | +53.9% |
| 1Y | +87.2% | -23.3% | +110.5% | +100.8% |
| 3Y | +135.2% | -30.0% | +165.2% | +155.3% |
| 5Y | +290.9% | -33.8% | +324.6% | +325.6% |
| 10Y | +1,113.5% | +24.4% | +1,089.0% | +879.0% |
| All | +8,153.7% | +1,619.5% | +6,534.2% | +3,498.8% |
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