-11.5%
MTZ vs STLD
+45.5%
-56.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.5% | +9.1% | +9.4% |
| 7D | -6.4% | -11.1% | +4.7% | -3.4% |
| 30D | -22.1% | -4.8% | -17.3% | -20.8% |
| 3M | -32.7% | -14.6% | -18.1% | -29.7% |
| 6M | -59.8% | -7.4% | -52.4% | -59.2% |
| YTD | -19.9% | +32.6% | -52.5% | -30.2% |
| 1Y | -11.5% | +47.3% | -58.8% | -28.6% |
| All | -11.5% | +45.5% | -56.9% | -28.6% |
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