+116.8%
MTUM vs STLD
+141.4%
-24.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +4.1% | +2.7% | +1.4% | +3.3% |
| 30D | -0.2% | -8.4% | +8.2% | +2.0% |
| 3M | -1.9% | -9.9% | +7.9% | +0.3% |
| 6M | +28.1% | +33.0% | -4.9% | +17.3% |
| YTD | +23.6% | +42.6% | -19.0% | +10.6% |
| 1Y | +26.1% | +80.8% | -54.6% | +5.2% |
| 3Y | +116.8% | +143.4% | -26.6% | +65.8% |
| All | +116.8% | +141.4% | -24.6% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling