+114.4%
MTUM vs ITOT
+75.8%
+38.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.2% |
| 7D | +0.7% | -0.9% | +1.6% | +1.9% |
| 30D | -2.4% | -1.5% | -1.0% | -0.7% |
| 3M | -3.6% | +3.6% | -7.2% | -7.5% |
| 6M | +23.7% | +13.7% | +10.0% | +6.7% |
| YTD | +22.9% | +12.9% | +10.0% | +7.1% |
| 1Y | +21.8% | +17.2% | +4.6% | +1.7% |
| 3Y | +114.4% | +75.6% | +38.8% | +14.5% |
| All | +114.4% | +75.8% | +38.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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