+349.5%
MTUM vs SPXU
-99.6%
+449.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +0.4% |
| 7D | +0.7% | +2.5% | -1.8% | +1.6% |
| 30D | -2.4% | +4.2% | -6.6% | -0.9% |
| 3M | -3.6% | -9.3% | +5.6% | -6.0% |
| 6M | +23.7% | -30.7% | +54.4% | +11.6% |
| YTD | +22.9% | -28.1% | +51.0% | +13.2% |
| 1Y | +21.8% | -35.2% | +57.0% | +9.1% |
| 3Y | +114.4% | -79.9% | +194.4% | +44.2% |
| 5Y | +79.6% | -86.4% | +165.9% | +23.6% |
| All | +349.5% | -99.6% | +449.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling