+599.3%
MTUM vs STLD
+2,154.9%
-1,555.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +1.7% | +3.1% | -1.4% | +0.9% |
| 30D | -1.7% | -9.0% | +7.3% | +0.4% |
| 3M | -6.3% | -12.4% | +6.0% | -3.8% |
| 6M | +21.8% | +25.5% | -3.7% | +14.6% |
| YTD | +22.0% | +43.6% | -21.6% | +10.9% |
| 1Y | +25.3% | +87.2% | -61.8% | +6.6% |
| 3Y | +112.1% | +135.2% | -23.1% | +68.0% |
| 5Y | +76.2% | +290.9% | -214.6% | +20.1% |
| 10Y | +340.1% | +1,113.5% | -773.3% | +114.9% |
| All | +599.3% | +2,154.9% | -1,555.6% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling