+79.1%
MTUM vs STZ
-37.6%
+116.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +0.7% | -4.5% | +5.2% | +1.3% |
| 30D | -2.4% | -8.6% | +6.1% | -1.3% |
| 3M | -3.6% | -13.8% | +10.1% | -1.7% |
| 6M | +23.7% | -17.2% | +40.8% | +26.8% |
| YTD | +22.9% | -9.4% | +32.3% | +22.7% |
| 1Y | +21.8% | -11.9% | +33.6% | +22.1% |
| 3Y | +114.4% | -49.6% | +164.0% | +146.4% |
| All | +79.1% | -37.6% | +116.8% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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