+73.1%
IVV vs MTUM
+51.4%
+21.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.8% |
| 7D | +2.6% | +6.6% | -4.1% | -1.6% |
| 30D | -2.0% | -10.8% | +8.8% | +4.9% |
| 3M | -2.8% | -13.8% | +11.0% | +6.2% |
| 6M | +2.2% | -10.7% | +12.8% | +7.0% |
| YTD | +11.5% | +9.1% | +2.5% | +0.2% |
| 1Y | +13.5% | +11.4% | +2.1% | +0.3% |
| 3Y | +78.1% | +88.8% | -10.7% | +2.0% |
| All | +73.1% | +51.4% | +21.7% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling