+318.0%
SPYM vs MTUM
+357.8%
-39.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | -0.1% |
| 7D | -0.8% | +0.7% | -1.5% | -1.3% |
| 30D | -1.1% | -2.4% | +1.4% | +0.5% |
| 3M | +3.9% | -3.6% | +7.5% | +5.2% |
| 6M | +13.6% | +23.7% | -10.0% | -5.7% |
| YTD | +12.7% | +22.9% | -10.2% | -6.3% |
| 1Y | +17.6% | +21.8% | -4.2% | -1.7% |
| 3Y | +77.2% | +114.4% | -37.2% | -6.7% |
| 5Y | +84.1% | +79.6% | +4.6% | +10.8% |
| All | +318.0% | +357.8% | -39.8% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling