+78.9%
MET vs STLD
+255.4%
-176.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.6% |
| 7D | -1.2% | -11.1% | +10.0% | +2.3% |
| 30D | +3.2% | -4.8% | +8.0% | +4.5% |
| 3M | -1.1% | -14.6% | +13.5% | +3.1% |
| 6M | +25.0% | -7.4% | +32.4% | +26.3% |
| YTD | +27.9% | +32.6% | -4.7% | +14.4% |
| 1Y | +32.9% | +47.3% | -14.5% | +14.8% |
| 3Y | +78.8% | +107.5% | -28.8% | +34.7% |
| All | +78.9% | +255.4% | -176.5% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling