+513.5%
MTUM vs STLD
+2,104.8%
-1,591.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.1% |
| 7D | -4.1% | -4.7% | +0.6% | -2.9% |
| 30D | -16.6% | -0.9% | -15.6% | -16.4% |
| 3M | -13.0% | -11.9% | -1.1% | -10.5% |
| 6M | -11.3% | +0.9% | -12.2% | -12.0% |
| YTD | +7.1% | +40.4% | -33.4% | -2.3% |
| 1Y | +6.4% | +56.6% | -50.2% | -5.5% |
| 3Y | +85.9% | +125.5% | -39.6% | +48.8% |
| 5Y | +50.0% | +292.8% | -242.8% | +2.3% |
| 10Y | +299.9% | +787.1% | -487.2% | +108.2% |
| All | +513.5% | +2,104.8% | -1,591.3% | +158.7% |
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 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