+114.4%
MTUM vs VEU
+73.8%
+40.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +0.2% |
| 7D | +0.7% | -1.4% | +2.1% | +2.3% |
| 30D | -2.4% | -0.4% | -2.0% | -2.0% |
| 3M | -3.6% | +2.5% | -6.2% | -5.8% |
| 6M | +23.7% | +11.1% | +12.5% | +11.9% |
| YTD | +22.9% | +16.5% | +6.4% | +6.1% |
| 1Y | +21.8% | +22.9% | -1.2% | -0.3% |
| 3Y | +114.4% | +73.4% | +41.0% | +25.7% |
| All | +114.4% | +73.8% | +40.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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