+69.4%
MTZ vs STLD
+268.5%
-199.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.6% | +2.4% | -2.4% |
| 7D | -10.6% | -12.5% | +1.9% | -6.0% |
| 30D | -30.4% | -6.8% | -23.5% | -28.5% |
| 3M | -40.4% | -16.4% | -24.0% | -36.7% |
| 6M | -63.7% | -6.1% | -57.6% | -63.3% |
| YTD | -26.9% | +32.0% | -58.8% | -35.9% |
| 1Y | -20.2% | +45.5% | -65.7% | -32.7% |
| 3Y | +208.1% | +106.5% | +101.6% | +124.7% |
| 5Y | +69.4% | +267.2% | -197.8% | +10.5% |
| All | +69.4% | +268.5% | -199.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling