+80.8%
STLD vs MTCH
+12.5%
+68.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -3.6% | -1.4% | -2.2% | -3.6% |
| 30D | -10.1% | +13.6% | -23.7% | -10.8% |
| 3M | -11.4% | +22.4% | -33.8% | -13.3% |
| 6M | +30.8% | +37.2% | -6.4% | +26.5% |
| YTD | +40.7% | +31.8% | +8.9% | +36.5% |
| 1Y | +80.8% | +12.9% | +67.9% | +79.2% |
| All | +80.8% | +12.5% | +68.2% | +79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling