-2.8%
STLD vs MTCH
+19.4%
-22.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.3% |
| 7D | +2.9% | +6.7% | -3.7% | +3.2% |
| 30D | -5.6% | -1.8% | -3.7% | -5.7% |
| 3M | -11.7% | +12.2% | -24.0% | -9.7% |
| 6M | -2.8% | +16.6% | -19.4% | +3.2% |
| All | -2.8% | +19.4% | -22.2% | +3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling