+697.8%
MTZ vs STLD
+1,105.0%
-407.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.9% |
| 7D | -1.6% | +3.1% | -4.7% | -3.2% |
| 30D | -11.1% | -9.0% | -2.1% | -7.4% |
| 3M | -36.7% | -12.4% | -24.3% | -33.4% |
| 6M | -21.9% | +25.5% | -47.4% | -31.5% |
| YTD | +9.1% | +43.6% | -34.5% | -11.2% |
| 1Y | +30.0% | +87.2% | -57.2% | -7.5% |
| 3Y | +138.5% | +135.2% | +3.2% | +46.4% |
| 5Y | +158.3% | +290.9% | -132.5% | +11.9% |
| All | +697.8% | +1,105.0% | -407.2% | +58.7% |
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