+0.5%
SPGI vs MTUM
+74.9%
-74.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.1% |
| 7D | -8.9% | +1.2% | -10.2% | -9.4% |
| 30D | +0.6% | -1.7% | +2.3% | +1.2% |
| 3M | +2.0% | -0.5% | +2.4% | -0.1% |
| 6M | +0.1% | +22.3% | -22.3% | -14.3% |
| YTD | -16.4% | +21.4% | -37.8% | -28.2% |
| 1Y | -18.9% | +20.0% | -39.0% | -30.1% |
| 3Y | +13.8% | +113.0% | -99.2% | -36.1% |
| 5Y | +0.5% | +77.3% | -76.8% | -36.9% |
| All | +0.5% | +74.9% | -74.4% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling