+114.4%
MTUM vs VIG
+55.8%
+58.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.3% |
| 7D | +0.7% | -1.1% | +1.8% | +2.1% |
| 30D | -2.4% | -2.7% | +0.3% | +1.1% |
| 3M | -3.6% | +2.5% | -6.2% | -6.9% |
| 6M | +23.7% | +9.2% | +14.4% | +10.3% |
| YTD | +22.9% | +9.8% | +13.1% | +9.0% |
| 1Y | +21.8% | +12.4% | +9.4% | +4.9% |
| 3Y | +114.4% | +55.9% | +58.6% | +24.8% |
| All | +114.4% | +55.8% | +58.6% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling