+4,564.3%
STRL vs MTUM
+599.3%
+3,965.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +3.9% | +3.7% |
| 7D | +3.4% | +1.7% | +1.7% | +1.5% |
| 30D | -9.2% | -1.7% | -7.6% | -7.0% |
| 3M | -51.0% | -6.3% | -44.7% | -45.9% |
| 6M | +15.8% | +21.8% | -6.1% | -0.3% |
| YTD | +58.9% | +22.0% | +36.8% | +37.3% |
| 1Y | +68.5% | +25.3% | +43.2% | +44.3% |
| 3Y | +485.2% | +112.1% | +373.1% | +231.2% |
| 5Y | +2,005.1% | +76.2% | +1,928.9% | +1,284.6% |
| 10Y | +7,118.0% | +340.1% | +6,777.8% | +2,111.9% |
| All | +4,564.3% | +599.3% | +3,965.0% | +963.4% |
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