+917.1%
SPGI vs MTUM
+608.1%
+309.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -4.1% |
| 7D | -2.5% | +4.1% | -6.6% | -5.3% |
| 30D | +5.4% | -0.2% | +5.6% | +5.2% |
| 3M | +9.0% | -1.9% | +11.0% | +7.2% |
| 6M | +0.8% | +28.1% | -27.3% | -21.3% |
| YTD | -12.6% | +23.6% | -36.1% | -30.0% |
| 1Y | -16.1% | +26.1% | -42.3% | -34.4% |
| 3Y | +19.0% | +116.8% | -97.9% | -43.6% |
| 5Y | +5.1% | +80.0% | -75.0% | -41.7% |
| 10Y | +295.5% | +346.4% | -51.0% | -13.1% |
| All | +917.1% | +608.1% | +309.0% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling