+858.5%
STM vs MTUM
+599.3%
+259.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | -0.4% |
| 7D | +5.8% | +1.7% | +4.1% | +3.5% |
| 30D | -1.0% | -1.7% | +0.6% | +1.3% |
| 3M | -33.3% | -6.3% | -26.9% | -26.1% |
| 6M | +57.4% | +21.8% | +35.5% | +27.8% |
| YTD | +102.2% | +22.0% | +80.2% | +63.8% |
| 1Y | +99.6% | +25.3% | +74.3% | +56.1% |
| 3Y | +14.5% | +112.1% | -97.6% | -53.3% |
| 5Y | +21.4% | +76.2% | -54.9% | -36.7% |
| 10Y | +695.0% | +340.1% | +354.8% | +46.6% |
| All | +858.5% | +599.3% | +259.2% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling