+116.0%
MTUM vs ROIV
+230.5%
-114.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +4.1% | +22.3% | -18.2% | +0.2% |
| 30D | +0.6% | +16.9% | -16.2% | -2.4% |
| 3M | -0.6% | +43.9% | -44.6% | -7.2% |
| 6M | +25.3% | +41.6% | -16.2% | +17.0% |
| YTD | +23.8% | +92.7% | -68.9% | +9.4% |
| 1Y | +25.4% | +210.2% | -184.8% | +1.7% |
| All | +116.0% | +230.5% | -114.5% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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