+1,111.5%
STLD vs MTCH
+208.0%
+903.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.9% |
| 7D | -0.9% | +1.3% | -2.2% | -1.2% |
| 30D | -8.9% | +15.9% | -24.8% | -11.5% |
| 3M | -14.0% | +23.3% | -37.3% | -17.7% |
| 6M | +30.8% | +40.1% | -9.3% | +22.0% |
| YTD | +42.3% | +33.6% | +8.7% | +33.5% |
| 1Y | +81.1% | +14.1% | +67.0% | +74.9% |
| 3Y | +149.2% | +1.4% | +147.8% | +140.7% |
| 5Y | +292.9% | -73.1% | +366.1% | +356.8% |
| All | +1,111.5% | +208.0% | +903.5% | +777.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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