+99.1%
STM vs MTUM
+21.2%
+77.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | -0.4% |
| 7D | -1.4% | +0.7% | -2.1% | -2.5% |
| 30D | -4.9% | -2.4% | -2.5% | -1.1% |
| 3M | -34.0% | -3.6% | -30.3% | -29.4% |
| 6M | +51.8% | +23.7% | +28.2% | +18.5% |
| YTD | +99.4% | +22.9% | +76.5% | +56.3% |
| 1Y | +99.1% | +21.8% | +77.3% | +59.7% |
| All | +99.1% | +21.2% | +77.9% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling