+292.6%
STLD vs MTB
+101.8%
+190.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +3.1% | +1.7% | +1.4% | +2.2% |
| 30D | -9.0% | -4.2% | -4.8% | -6.7% |
| 3M | -12.4% | +8.9% | -21.2% | -16.2% |
| 6M | +25.5% | +10.9% | +14.6% | +18.8% |
| YTD | +43.6% | +21.5% | +22.1% | +29.5% |
| 1Y | +87.2% | +21.9% | +65.3% | +68.1% |
| 3Y | +135.2% | +109.2% | +26.0% | +61.4% |
| All | +292.6% | +101.8% | +190.8% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling