+4,629.7%
STX vs MTUM
+608.1%
+4,021.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.2% | +5.2% |
| 7D | +10.7% | +4.1% | +6.6% | +6.4% |
| 30D | +11.3% | -0.2% | +11.5% | +12.3% |
| 3M | +3.2% | -1.9% | +5.1% | +8.4% |
| 6M | +157.0% | +28.1% | +128.9% | +111.3% |
| YTD | +229.2% | +23.6% | +205.6% | +182.5% |
| 1Y | +381.8% | +26.1% | +355.7% | +308.5% |
| 3Y | +1,383.2% | +116.8% | +1,266.3% | +674.2% |
| 5Y | +1,144.9% | +80.0% | +1,064.9% | +666.4% |
| 10Y | +3,676.0% | +346.4% | +3,329.6% | +851.0% |
| All | +4,629.7% | +608.1% | +4,021.6% | +676.5% |
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 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