+14.8%
SPY vs MTUM
+9.7%
+5.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.6% | +2.3% |
| 7D | -0.7% | -10.1% | +9.4% | +3.0% |
| 30D | -1.0% | -15.6% | +14.5% | +5.0% |
| 3M | -0.3% | -12.7% | +12.4% | +4.4% |
| 6M | +7.3% | -3.7% | +11.1% | +5.6% |
| YTD | +13.3% | +9.4% | +3.9% | +3.3% |
| 1Y | +14.8% | +10.2% | +4.6% | +4.0% |
| All | +14.8% | +9.7% | +5.1% | +4.0% |
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