+209.9%
MET vs STLD
+779.4%
-569.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.6% |
| 7D | +1.3% | -9.7% | +11.0% | +5.4% |
| 30D | +4.0% | -4.5% | +8.5% | +5.7% |
| 3M | +4.6% | -13.1% | +17.7% | +9.8% |
| 6M | +32.8% | -2.8% | +35.6% | +31.9% |
| YTD | +32.3% | +35.3% | -3.0% | +13.3% |
| 1Y | +37.1% | +51.4% | -14.2% | +12.0% |
| 3Y | +86.8% | +117.9% | -31.1% | +25.4% |
| 5Y | +87.4% | +272.6% | -185.2% | -8.2% |
| 10Y | +209.9% | +782.2% | -572.3% | -8.4% |
| All | +209.9% | +779.4% | -569.5% | -8.4% |
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