+157.9%
MTZ vs STLD
+292.4%
-134.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.7% |
| 7D | -1.6% | +3.1% | -4.7% | -2.8% |
| 30D | -11.1% | -9.0% | -2.1% | -8.2% |
| 3M | -36.7% | -12.4% | -24.3% | -34.0% |
| 6M | -21.9% | +25.5% | -47.4% | -29.4% |
| YTD | +9.1% | +43.6% | -34.5% | -7.0% |
| 1Y | +30.0% | +87.2% | -57.2% | 0.0% |
| 3Y | +138.5% | +135.2% | +3.2% | +66.3% |
| All | +157.9% | +292.4% | -134.5% | +60.0% |
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