-25.9%
STRL vs MTUM
+9.7%
-35.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -2.0% | -19.5% | -17.2% |
| 7D | -27.1% | -10.1% | -17.0% | -7.4% |
| 30D | -45.8% | -15.6% | -30.2% | -20.6% |
| 3M | -47.6% | -12.7% | -34.9% | -27.9% |
| 6M | -46.4% | -3.7% | -42.7% | -42.5% |
| YTD | -7.4% | +9.4% | -16.8% | -25.2% |
| 1Y | -25.9% | +10.2% | -36.1% | -40.8% |
| All | -25.9% | +9.7% | -35.5% | -40.8% |
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