+25.3%
MTUM vs SPG
+10.1%
+15.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | 0.0% |
| 7D | +4.1% | -1.7% | +5.8% | +4.0% |
| 30D | +0.6% | -6.3% | +6.9% | 0.0% |
| 3M | -0.6% | -2.4% | +1.8% | -3.3% |
| 6M | +25.3% | +9.6% | +15.7% | +14.7% |
| All | +25.3% | +10.1% | +15.2% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 6mo: compounded portfolio wealth divided by compounded SPG 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…
6mo analysis · Full analysis span regression · 6 months rolling