+85.0%
MET vs STLD
+119.8%
-34.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.7% |
| 7D | +4.5% | +2.9% | +1.5% | +3.6% |
| 30D | +3.5% | -5.6% | +9.1% | +5.0% |
| 3M | +5.9% | -11.7% | +17.7% | +9.2% |
| 6M | +33.1% | -2.8% | +35.8% | +32.3% |
| YTD | +33.6% | +36.4% | -2.9% | +17.9% |
| 1Y | +32.7% | +50.0% | -17.3% | +13.4% |
| 3Y | +85.0% | +122.3% | -37.3% | +38.9% |
| All | +85.0% | +119.8% | -34.8% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling