+122.3%
STLD vs MTB
+106.3%
+16.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.6% |
| 7D | +2.9% | +1.5% | +1.4% | +1.9% |
| 30D | -5.6% | +2.3% | -7.9% | -7.0% |
| 3M | -11.7% | -12.1% | +0.4% | -4.2% |
| 6M | -2.8% | +9.8% | -12.6% | -8.4% |
| YTD | +36.4% | +12.0% | +24.4% | +26.9% |
| 1Y | +50.0% | +22.0% | +28.0% | +32.4% |
| 3Y | +122.3% | +107.6% | +14.7% | +58.2% |
| All | +122.3% | +106.3% | +16.0% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling