+349.5%
MTUM vs RVTY
+145.6%
+203.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.4% |
| 7D | +0.7% | -4.5% | +5.3% | +2.2% |
| 30D | -2.4% | +5.5% | -7.9% | -4.4% |
| 3M | -3.6% | +22.5% | -26.2% | -10.7% |
| 6M | +23.7% | +38.9% | -15.2% | +9.2% |
| YTD | +22.9% | +28.7% | -5.8% | +10.7% |
| 1Y | +21.8% | +45.5% | -23.7% | +4.4% |
| 3Y | +114.4% | +16.4% | +98.1% | +90.5% |
| 5Y | +79.6% | -32.7% | +112.3% | +97.2% |
| All | +349.5% | +145.6% | +203.8% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling