Canadian Natural Resources (CNQ) had the highest return in March 2016 by a large-cap US stock when the return was < 29%, returning 28.9%.

ASSET	MONTH	% RETURN
Canadian Natural Resources (CNQ)	March 2016	28.86%
Teck Resources Ltd Class B (TECK)	March 2016	27.04%
Banco Santander Brasil SA ADR (BSBR)	March 2016	26.36%
Centrais Electricas Brasileiras (EBR)	March 2016	26.23%
TIM Participacoes (TIMB)	March 2016	25.54%
Packaging Corp of America (PKG)	March 2016	24.47%
LPL Financial (LPLA)	March 2016	24.25%
ONEOK (OKE)	March 2016	23.24%
WESCO International (WCC)	March 2016	22.99%
Ecopetrol SA ADR (EC)	March 2016	22.82%
XPO Logistics (XPO)	March 2016	22.65%
Steel Dynamics (STLD)	March 2016	22.38%
Stantec (STN)	March 2016	21.83%
Sony (SONY)	March 2016	21.32%
Celsius (CELH)	March 2016	21%
Amcor (AMCR)	March 2016	20.35%
AES (AES)	March 2016	20.04%
Allegheny Technologies (ATI)	March 2016	19.91%
Centrais Elétricas Brasileiras SA - Eletrobrás (EBR.B)	March 2016	19.76%
NRG Energy (NRG)	March 2016	19.69%
Western Midstream Partners (WES)	March 2016	19.48%
United Rentals (URI)	March 2016	19.37%
Nucor (NUE)	March 2016	19.32%
EQT (EQT)	March 2016	18.9%
MasTec (MTZ)	March 2016	18.29%

Large-cap stocks are treated as having a market cap of $10B+.