+311.3%
MTUM vs STLD
+761.4%
-450.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.2% |
| 7D | +6.6% | +2.9% | +3.7% | +5.8% |
| 30D | -10.8% | -5.6% | -5.3% | -9.5% |
| 3M | -13.8% | -11.7% | -2.1% | -11.3% |
| 6M | -10.7% | -2.8% | -7.9% | -10.6% |
| YTD | +9.1% | +36.4% | -27.4% | -0.2% |
| 1Y | +11.4% | +50.0% | -38.6% | -0.5% |
| 3Y | +88.8% | +122.3% | -33.5% | +49.9% |
| 5Y | +51.7% | +273.2% | -221.5% | +2.3% |
| All | +311.3% | +761.4% | -450.1% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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