+1,209.8%
MET vs STLD
+13,195.1%
-11,985.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +1.2% | +3.1% | -2.0% | -0.1% |
| 30D | +1.4% | -9.0% | +10.4% | +4.8% |
| 3M | +17.7% | -12.4% | +30.1% | +22.8% |
| 6M | +35.0% | +25.5% | +9.5% | +21.6% |
| YTD | +26.3% | +43.6% | -17.3% | +7.4% |
| 1Y | +22.8% | +87.2% | -64.4% | -6.5% |
| 3Y | +65.9% | +135.2% | -69.3% | +12.0% |
| 5Y | +85.4% | +290.9% | -205.5% | -3.2% |
| 10Y | +253.7% | +1,113.5% | -859.7% | +10.4% |
| All | +1,209.8% | +13,195.1% | -11,985.3% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling