+20.0%
MTUM vs STLD
+84.3%
-64.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | +1.2% | -3.6% | +4.9% | +2.1% |
| 30D | -1.7% | -10.1% | +8.4% | +0.7% |
| 3M | -0.5% | -11.4% | +11.0% | +2.0% |
| 6M | +22.3% | +30.8% | -8.5% | +13.4% |
| YTD | +21.4% | +40.7% | -19.3% | +10.7% |
| 1Y | +20.0% | +80.8% | -60.7% | +5.8% |
| All | +20.0% | +84.3% | -64.3% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling