+79.7%
MTUM vs STLD
+294.9%
-215.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +4.1% | -2.8% | +6.9% | +4.9% |
| 30D | +0.6% | -10.4% | +11.0% | +3.3% |
| 3M | -0.6% | -10.6% | +9.9% | +1.7% |
| 6M | +25.3% | +32.7% | -7.3% | +15.6% |
| YTD | +23.8% | +42.8% | -19.0% | +11.7% |
| 1Y | +25.4% | +86.9% | -61.6% | +5.2% |
| 3Y | +117.3% | +143.8% | -26.5% | +67.2% |
| 5Y | +79.7% | +293.5% | -213.8% | +17.6% |
| All | +79.7% | +294.9% | -215.2% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling