+250.1%
SPOT vs MTUM
+222.7%
+27.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +1.4% |
| 7D | -6.9% | +1.2% | -8.1% | -8.0% |
| 30D | +4.1% | -1.7% | +5.8% | +4.9% |
| 3M | +3.7% | -0.5% | +4.2% | -0.2% |
| 6M | -1.6% | +22.3% | -24.0% | -23.8% |
| YTD | -10.2% | +21.4% | -31.5% | -30.3% |
| 1Y | -25.9% | +20.0% | -45.9% | -42.1% |
| 3Y | +235.6% | +113.0% | +122.6% | +46.2% |
| 5Y | +110.6% | +77.3% | +33.3% | +11.8% |
| All | +250.1% | +222.7% | +27.4% | +22.7% |
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 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