+782.2%
STLD vs MTB
+136.2%
+646.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +0.7% |
| 7D | -9.7% | -0.8% | -8.9% | -9.2% |
| 30D | -4.5% | +2.4% | -6.9% | -6.0% |
| 3M | -13.1% | -10.5% | -2.6% | -7.1% |
| 6M | -2.8% | +6.4% | -9.2% | -6.6% |
| YTD | +35.3% | +12.8% | +22.5% | +25.6% |
| 1Y | +51.4% | +23.3% | +28.1% | +33.1% |
| 3Y | +117.9% | +108.2% | +9.7% | +38.0% |
| 5Y | +272.6% | +68.6% | +204.0% | +155.4% |
| 10Y | +782.2% | +125.3% | +656.9% | +405.6% |
| All | +782.2% | +136.2% | +646.0% | +405.6% |
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