+1,092.8%
STX vs MTUM
+74.9%
+1,017.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -0.2% |
| 7D | +8.0% | +1.2% | +6.7% | +6.5% |
| 30D | +5.1% | -1.7% | +6.8% | +8.2% |
| 3M | +5.8% | -0.5% | +6.2% | +10.1% |
| 6M | +124.9% | +22.3% | +102.6% | +88.2% |
| YTD | +213.9% | +21.4% | +192.5% | +167.8% |
| 1Y | +350.4% | +20.0% | +330.4% | +291.2% |
| 3Y | +1,314.2% | +113.0% | +1,201.3% | +601.4% |
| 5Y | +1,092.8% | +77.3% | +1,015.5% | +590.8% |
| All | +1,092.8% | +74.9% | +1,017.9% | +590.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling