+8,153.7%
STLD vs MTB
+1,724.8%
+6,428.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +3.1% | +1.7% | +1.4% | +2.1% |
| 30D | -9.0% | -4.2% | -4.8% | -6.5% |
| 3M | -12.4% | +8.9% | -21.2% | -16.5% |
| 6M | +25.5% | +10.9% | +14.6% | +18.3% |
| YTD | +43.6% | +21.5% | +22.1% | +28.3% |
| 1Y | +87.2% | +21.9% | +65.3% | +66.5% |
| 3Y | +135.2% | +109.2% | +26.0% | +50.2% |
| 5Y | +290.9% | +102.0% | +188.9% | +144.6% |
| 10Y | +1,113.5% | +171.9% | +941.5% | +514.5% |
| All | +8,153.7% | +1,724.8% | +6,428.9% | +2,018.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling