+76.9%
IVV vs MTUM
+116.3%
-39.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.4% | +4.1% | -4.5% | -2.6% |
| 30D | -1.4% | +0.6% | -2.0% | -1.9% |
| 3M | +3.7% | -0.6% | +4.3% | +2.8% |
| 6M | +13.0% | +25.3% | -12.3% | -4.6% |
| YTD | +12.4% | +23.8% | -11.4% | -4.6% |
| 1Y | +18.6% | +25.4% | -6.8% | -0.3% |
| All | +76.9% | +116.3% | -39.4% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling