+19.6%
STM vs MTUM
+116.3%
-96.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.1% |
| 7D | +1.7% | +4.1% | -2.5% | -3.7% |
| 30D | -5.2% | +0.6% | -5.8% | -5.8% |
| 3M | -29.6% | -0.6% | -29.0% | -27.9% |
| 6M | +54.4% | +25.3% | +29.0% | +21.9% |
| YTD | +99.5% | +23.8% | +75.7% | +60.1% |
| 1Y | +100.8% | +25.4% | +75.4% | +58.5% |
| All | +19.6% | +116.3% | -96.7% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling