+491.2%
MMTM vs VOO
+574.1%
-82.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | -1.4% | -0.6% | -0.8% | -0.8% |
| 30D | -6.9% | -3.6% | -3.3% | -3.7% |
| 3M | -5.7% | -2.7% | -2.9% | -3.2% |
| 6M | -7.6% | +2.2% | -9.8% | -9.3% |
| YTD | -0.3% | +10.9% | -11.2% | -8.9% |
| 1Y | -0.8% | +11.3% | -12.1% | -9.6% |
| 3Y | +58.0% | +76.9% | -18.9% | -2.4% |
| 5Y | +52.9% | +73.5% | -20.6% | -4.1% |
| 10Y | +266.1% | +307.7% | -41.6% | +28.0% |
| All | +491.2% | +574.1% | -82.9% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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