+7,518.6%
STLD vs MTB
+1,556.7%
+5,961.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -11.1% | -1.3% | -9.8% | -10.4% |
| 30D | -4.8% | +0.5% | -5.3% | -5.1% |
| 3M | -14.6% | -12.4% | -2.2% | -7.8% |
| 6M | -7.4% | +1.5% | -8.9% | -8.4% |
| YTD | +32.6% | +10.3% | +22.3% | +25.1% |
| 1Y | +47.3% | +22.2% | +25.1% | +30.9% |
| 3Y | +107.5% | +96.9% | +10.6% | +37.9% |
| 5Y | +268.8% | +64.3% | +204.5% | +161.0% |
| 10Y | +883.3% | +137.8% | +745.5% | +436.9% |
| All | +7,518.6% | +1,556.7% | +5,961.9% | +1,964.4% |
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 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