+61.6%
STRL vs MTUM
+21.2%
+40.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +2.6% |
| 7D | +5.0% | +0.7% | +4.3% | +3.5% |
| 30D | -6.9% | -2.4% | -4.5% | -1.0% |
| 3M | -39.1% | -3.6% | -35.4% | -34.2% |
| 6M | +21.5% | +23.7% | -2.2% | -26.1% |
| YTD | +66.9% | +22.9% | +44.0% | +1.4% |
| 1Y | +61.6% | +21.8% | +39.9% | +3.5% |
| All | +61.6% | +21.2% | +40.4% | +3.5% |
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