+608.1%
MTUM vs STT
+371.3%
+236.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | +4.1% | +2.2% | +1.9% | +3.3% |
| 30D | -0.2% | +3.9% | -4.1% | -1.6% |
| 3M | -1.9% | +19.2% | -21.1% | -7.8% |
| 6M | +28.1% | +60.4% | -32.3% | +8.4% |
| YTD | +23.6% | +51.5% | -27.9% | +6.5% |
| 1Y | +26.1% | +76.3% | -50.2% | +3.0% |
| 3Y | +116.8% | +200.7% | -83.9% | +46.3% |
| 5Y | +80.0% | +157.5% | -77.5% | +24.0% |
| 10Y | +346.4% | +262.0% | +84.4% | +152.6% |
| All | +608.1% | +371.3% | +236.8% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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