+390.2%
MTUM vs SPMO
+566.1%
-175.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.8% |
| 7D | +0.7% | -0.9% | +1.7% | +1.6% |
| 30D | -2.4% | -1.9% | -0.5% | -0.6% |
| 3M | -3.6% | -1.4% | -2.3% | -2.2% |
| 6M | +23.7% | +25.5% | -1.8% | +0.2% |
| YTD | +22.9% | +24.8% | -1.9% | +0.3% |
| 1Y | +21.8% | +24.5% | -2.7% | -0.4% |
| 3Y | +114.4% | +157.1% | -42.7% | -10.3% |
| 5Y | +79.6% | +149.5% | -69.9% | -22.6% |
| 10Y | +356.2% | +518.1% | -161.8% | +11.6% |
| All | +390.2% | +566.1% | -175.9% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling