+349.5%
MTUM vs SPY
+322.5%
+27.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.4% |
| 7D | +0.7% | -0.8% | +1.5% | +1.5% |
| 30D | -2.4% | -1.1% | -1.4% | -1.3% |
| 3M | -3.6% | +3.9% | -7.5% | -7.2% |
| 6M | +23.7% | +13.6% | +10.1% | +8.9% |
| YTD | +22.9% | +12.7% | +10.2% | +9.3% |
| 1Y | +21.8% | +17.5% | +4.3% | +3.7% |
| 3Y | +114.4% | +76.9% | +37.5% | +21.0% |
| 5Y | +79.6% | +83.6% | -4.0% | -2.5% |
| All | +349.5% | +322.5% | +27.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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