+311.3%
MTUM vs TMF
-82.1%
+393.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.1% |
| 7D | +6.6% | -9.3% | +15.9% | +6.0% |
| 30D | -10.8% | +1.9% | -12.7% | -10.7% |
| 3M | -13.8% | -11.2% | -2.6% | -14.3% |
| 6M | -10.7% | -17.7% | +7.0% | -11.6% |
| YTD | +9.1% | -24.5% | +33.5% | +7.5% |
| 1Y | +11.4% | -29.4% | +40.8% | +9.3% |
| 3Y | +88.8% | -33.4% | +122.2% | +86.6% |
| 5Y | +51.7% | -88.7% | +140.4% | +25.6% |
| All | +311.3% | -82.1% | +393.4% | +275.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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