+7,285.0%
STRL vs MTUM
+357.8%
+6,927.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +3.9% |
| 7D | +5.0% | +0.7% | +4.3% | +4.2% |
| 30D | -6.9% | -2.4% | -4.5% | -3.6% |
| 3M | -39.1% | -3.6% | -35.4% | -34.9% |
| 6M | +21.5% | +23.7% | -2.2% | +2.1% |
| YTD | +66.9% | +22.9% | +44.0% | +42.0% |
| 1Y | +61.6% | +21.8% | +39.9% | +41.2% |
| 3Y | +560.0% | +114.4% | +445.6% | +262.6% |
| 5Y | +2,238.9% | +79.6% | +2,159.3% | +1,386.2% |
| All | +7,285.0% | +357.8% | +6,927.1% | +2,110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling