+609.5%
MTUM vs VFC
-53.9%
+663.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | +4.1% | -2.3% | +6.5% | +4.6% |
| 30D | +0.6% | -13.4% | +14.0% | +3.5% |
| 3M | -0.6% | -23.7% | +23.1% | +4.1% |
| 6M | +25.3% | -24.5% | +49.8% | +31.1% |
| YTD | +23.8% | -27.8% | +51.6% | +30.3% |
| 1Y | +25.4% | -13.5% | +38.8% | +25.9% |
| 3Y | +117.3% | -27.1% | +144.4% | +105.7% |
| 5Y | +79.7% | -79.0% | +158.7% | +143.2% |
| 10Y | +359.6% | -68.7% | +428.3% | +404.9% |
| All | +609.5% | -53.9% | +663.4% | +579.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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