+85.7%
MTUM vs ROIV
+280.9%
-195.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +0.6% |
| 7D | +10.8% | +9.2% | +1.6% | +9.9% |
| 30D | -11.4% | +19.9% | -31.3% | -12.9% |
| 3M | -11.7% | +10.6% | -22.3% | -12.7% |
| 6M | -8.2% | +36.1% | -44.3% | -11.1% |
| YTD | +11.3% | +84.3% | -73.0% | +4.9% |
| 1Y | +11.0% | +87.6% | -76.6% | +4.4% |
| 3Y | +93.2% | +353.9% | -260.7% | +69.3% |
| 5Y | +54.8% | +376.1% | -321.3% | +27.1% |
| All | +85.7% | +280.9% | -195.2% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling