+23.7%
MTUM vs SPMO
+24.9%
-1.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.7% |
| 7D | +0.7% | -0.9% | +1.7% | +1.7% |
| 30D | -2.4% | -1.9% | -0.5% | -0.5% |
| 3M | -3.6% | -1.4% | -2.3% | -2.1% |
| 6M | +23.7% | +25.5% | -1.8% | -1.4% |
| All | +23.7% | +24.9% | -1.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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