+1,226.3%
MET vs STLD
+12,172.1%
-10,945.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.7% |
| 7D | -1.2% | -11.1% | +10.0% | +3.3% |
| 30D | +3.2% | -4.8% | +8.0% | +4.9% |
| 3M | -1.1% | -14.6% | +13.5% | +4.3% |
| 6M | +25.0% | -7.4% | +32.4% | +26.7% |
| YTD | +27.9% | +32.6% | -4.7% | +11.7% |
| 1Y | +32.9% | +47.3% | -14.5% | +11.2% |
| 3Y | +78.8% | +107.5% | -28.8% | +26.5% |
| 5Y | +79.6% | +268.8% | -189.3% | -4.2% |
| 10Y | +228.1% | +883.3% | -655.2% | +10.8% |
| All | +1,226.3% | +12,172.1% | -10,945.8% | +100.9% |
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 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