+17.7%
STM vs MTUM
+74.9%
-57.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | +1.0% |
| 7D | -1.1% | +1.2% | -2.3% | -2.7% |
| 30D | -7.8% | -1.7% | -6.1% | -5.7% |
| 3M | -28.2% | -0.5% | -27.7% | -26.6% |
| 6M | +52.0% | +22.3% | +29.6% | +22.7% |
| YTD | +96.4% | +21.4% | +75.0% | +60.3% |
| 1Y | +98.8% | +20.0% | +78.8% | +64.4% |
| 3Y | +18.3% | +113.0% | -94.7% | -52.5% |
| 5Y | +17.7% | +77.3% | -59.6% | -41.2% |
| All | +17.7% | +74.9% | -57.2% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling