+199.7%
MET vs STLD
+802.0%
-602.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +3.4% | -0.1% | +3.4% | +3.1% |
| 3M | +7.0% | -9.2% | +16.1% | +10.3% |
| 6M | +34.6% | +1.8% | +32.9% | +31.3% |
| YTD | +34.0% | +42.1% | -8.2% | +12.5% |
| 1Y | +35.9% | +58.5% | -22.6% | +8.9% |
| 3Y | +85.5% | +128.2% | -42.7% | +22.3% |
| 5Y | +87.8% | +288.2% | -200.5% | -9.3% |
| 10Y | +199.7% | +799.8% | -600.1% | -8.8% |
| All | +199.7% | +802.0% | -602.3% | -8.8% |
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