+33.0%
MET vs STLD
+59.7%
-26.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.8% |
| 7D | +3.9% | -3.9% | +7.8% | +4.6% |
| 30D | +6.8% | -0.4% | +7.2% | +6.8% |
| 3M | +7.7% | -9.2% | +16.9% | +9.4% |
| 6M | +32.9% | +5.0% | +27.9% | +29.4% |
| YTD | +33.9% | +42.8% | -8.9% | +15.6% |
| 1Y | +33.0% | +60.1% | -27.1% | +5.5% |
| All | +33.0% | +59.7% | -26.7% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling