+449.0%
MTZ vs STLD
+864.5%
-415.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.6% | +2.4% | -1.5% |
| 7D | -10.6% | -12.5% | +1.9% | -4.6% |
| 30D | -30.4% | -6.8% | -23.5% | -27.9% |
| 3M | -40.4% | -16.4% | -24.0% | -35.6% |
| 6M | -63.7% | -6.1% | -57.6% | -63.3% |
| YTD | -26.9% | +32.0% | -58.8% | -38.3% |
| 1Y | -20.2% | +45.5% | -65.7% | -35.9% |
| 3Y | +208.1% | +106.5% | +101.6% | +101.4% |
| 5Y | +69.4% | +267.2% | -197.8% | -24.6% |
| All | +449.0% | +864.5% | -415.5% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling