+1,080.4%
STLD vs MTB
+173.2%
+907.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +2.7% | +2.8% | -0.1% | +1.0% |
| 30D | -8.4% | -4.2% | -4.3% | -5.8% |
| 3M | -9.9% | +7.8% | -17.7% | -13.8% |
| 6M | +33.0% | +14.8% | +18.2% | +22.3% |
| YTD | +42.6% | +20.8% | +21.8% | +27.1% |
| 1Y | +80.8% | +23.1% | +57.6% | +58.9% |
| 3Y | +143.4% | +114.8% | +28.6% | +49.9% |
| 5Y | +293.4% | +103.3% | +190.1% | +137.4% |
| 10Y | +1,080.4% | +173.0% | +907.4% | +389.3% |
| All | +1,080.4% | +173.2% | +907.3% | +389.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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