+10.2%
MTUM vs VIG
+19.5%
-9.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -4.6% |
| 7D | -10.1% | +2.7% | -12.8% | -13.2% |
| 30D | -15.6% | +7.0% | -22.6% | -23.1% |
| 3M | -12.7% | +4.0% | -16.8% | -17.2% |
| 6M | -3.7% | +12.3% | -16.0% | -18.6% |
| YTD | +9.4% | +16.4% | -6.9% | -12.0% |
| 1Y | +10.2% | +19.2% | -9.0% | -13.9% |
| All | +10.2% | +19.5% | -9.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling