+349.5%
MTUM vs SPYG
+424.6%
-75.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.5% |
| 7D | +0.7% | -0.9% | +1.6% | +1.6% |
| 30D | -2.4% | -1.5% | -0.9% | -1.0% |
| 3M | -3.6% | +3.7% | -7.4% | -6.6% |
| 6M | +23.7% | +16.4% | +7.2% | +7.9% |
| YTD | +22.9% | +13.3% | +9.6% | +10.1% |
| 1Y | +21.8% | +17.9% | +3.9% | +5.1% |
| 3Y | +114.4% | +98.3% | +16.1% | +14.5% |
| 5Y | +79.6% | +86.4% | -6.9% | +0.7% |
| All | +349.5% | +424.6% | -75.1% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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