-20.5%
SPGI vs MTUM
+21.2%
-41.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.3% |
| 7D | -7.4% | +0.7% | -8.1% | -7.3% |
| 30D | +0.4% | -2.4% | +2.8% | 0.0% |
| 3M | +5.3% | -3.6% | +8.9% | +4.0% |
| 6M | +1.7% | +23.7% | -22.0% | -2.7% |
| YTD | -16.4% | +22.9% | -39.3% | -18.9% |
| 1Y | -20.5% | +21.8% | -42.3% | -23.7% |
| All | -20.5% | +21.2% | -41.7% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling