+122.3%
STLD vs MTCH
+47.1%
+75.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.2% |
| 7D | +2.9% | +6.7% | -3.7% | +1.5% |
| 30D | -5.6% | -1.8% | -3.7% | -5.4% |
| 3M | -11.7% | +12.2% | -24.0% | -14.4% |
| 6M | -2.8% | +16.6% | -19.4% | -7.2% |
| YTD | +36.4% | +31.8% | +4.6% | +25.3% |
| 1Y | +50.0% | +30.8% | +19.2% | +37.9% |
| 3Y | +122.3% | +49.6% | +72.7% | +92.6% |
| All | +122.3% | +47.1% | +75.2% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling