+255.1%
MET vs STLD
+1,087.1%
-832.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +1.2% | +3.1% | -2.0% | -0.2% |
| 30D | +1.4% | -9.0% | +10.4% | +5.0% |
| 3M | +17.7% | -12.4% | +30.1% | +23.0% |
| 6M | +35.0% | +25.5% | +9.5% | +20.7% |
| YTD | +26.3% | +43.6% | -17.3% | +6.1% |
| 1Y | +22.8% | +87.2% | -64.4% | -8.4% |
| 3Y | +65.9% | +135.2% | -69.3% | +8.1% |
| 5Y | +85.4% | +290.9% | -205.5% | -10.7% |
| All | +255.1% | +1,087.1% | -832.0% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling