+282.9%
SPGI vs MTUM
+357.8%
-75.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.8% |
| 7D | -7.4% | +0.7% | -8.1% | -7.9% |
| 30D | +0.4% | -2.4% | +2.8% | +1.7% |
| 3M | +5.3% | -3.6% | +8.9% | +5.2% |
| 6M | +1.7% | +23.7% | -22.0% | -17.5% |
| YTD | -16.4% | +22.9% | -39.3% | -32.1% |
| 1Y | -20.5% | +21.8% | -42.3% | -35.3% |
| 3Y | +14.2% | +114.4% | -100.2% | -43.8% |
| 5Y | +0.6% | +79.6% | -79.0% | -42.7% |
| All | +282.9% | +357.8% | -75.0% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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