-14.3%
MTZ vs STLD
+59.7%
-73.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -3.0% | -12.3% | -14.6% |
| 7D | -7.4% | -3.9% | -3.4% | -6.4% |
| 30D | -23.6% | -0.4% | -23.2% | -23.4% |
| 3M | -38.3% | -9.2% | -29.1% | -36.6% |
| 6M | -60.6% | +5.0% | -65.6% | -61.5% |
| YTD | -22.9% | +42.8% | -65.7% | -34.4% |
| 1Y | -14.3% | +60.1% | -74.3% | -34.4% |
| All | -14.3% | +59.7% | -73.9% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling