+114.4%
MTUM vs RVMD
+537.4%
-422.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.7% | -3.0% | +3.7% | +1.0% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | -3.6% | +36.5% | -40.2% | -6.4% |
| 6M | +23.7% | +104.6% | -80.9% | +15.1% |
| YTD | +22.9% | +155.8% | -132.9% | +11.1% |
| 1Y | +21.8% | +340.7% | -318.9% | +3.3% |
| 3Y | +114.4% | +519.9% | -405.5% | +76.0% |
| All | +114.4% | +537.4% | -422.9% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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