+277.1%
STLD vs MTCH
-70.4%
+347.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.3% |
| 6M | -2.8% | +16.6% | -19.4% | -6.9% |
| YTD | +36.4% | +31.8% | +4.6% | +26.4% |
| 1Y | +50.0% | +30.8% | +19.2% | +39.1% |
| 3Y | +122.3% | +49.6% | +72.7% | +96.3% |
| All | +277.1% | -70.4% | +347.5% | +317.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling