+2,703.4%
STRL vs MTUM
+525.0%
+2,178.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -0.7% |
| 7D | +15.7% | +6.6% | +9.0% | +7.9% |
| 30D | -35.5% | -10.8% | -24.7% | -24.8% |
| 3M | -47.1% | -13.8% | -33.4% | -35.3% |
| 6M | -65.8% | -10.7% | -55.1% | -58.6% |
| YTD | -4.5% | +9.1% | -13.6% | -3.5% |
| 1Y | -10.5% | +11.4% | -21.9% | -10.7% |
| 3Y | +340.6% | +88.8% | +251.8% | +192.4% |
| 5Y | +911.0% | +51.7% | +859.3% | +702.1% |
| 10Y | +3,727.1% | +307.9% | +3,419.1% | +1,234.5% |
| All | +2,703.4% | +525.0% | +2,178.3% | +647.7% |
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