+103.6%
MTUM vs ROIV
+232.7%
-129.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.7% |
| 7D | +1.7% | +0.6% | +1.1% | +1.7% |
| 30D | -1.7% | +1.0% | -2.6% | -1.8% |
| 3M | -6.3% | +18.3% | -24.6% | -7.8% |
| 6M | +21.8% | +18.3% | +3.5% | +19.8% |
| YTD | +22.0% | +61.0% | -38.9% | +16.7% |
| 1Y | +25.3% | +177.9% | -152.5% | +14.6% |
| 3Y | +112.1% | +199.1% | -86.9% | +90.9% |
| 5Y | +76.2% | +250.7% | -174.5% | +53.4% |
| All | +103.6% | +232.7% | -129.1% | +82.6% |
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