+608.1%
MTUM vs STZ
+204.0%
+404.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +2.9% |
| 7D | +4.1% | -7.4% | +11.5% | +6.4% |
| 30D | -0.2% | -10.9% | +10.7% | +2.9% |
| 3M | -1.9% | -13.4% | +11.5% | +1.7% |
| 6M | +28.1% | -16.2% | +44.3% | +33.4% |
| YTD | +23.6% | -10.4% | +34.0% | +25.0% |
| 1Y | +26.1% | -14.8% | +40.9% | +29.2% |
| 3Y | +116.8% | -50.1% | +167.0% | +161.0% |
| 5Y | +80.0% | -38.8% | +118.8% | +98.7% |
| 10Y | +346.4% | -14.1% | +360.5% | +306.7% |
| All | +608.1% | +204.0% | +404.2% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling