+609.5%
MTUM vs VIG
+372.8%
+236.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | +4.1% | -1.2% | +5.3% | +5.4% |
| 30D | +0.6% | -2.8% | +3.5% | +3.8% |
| 3M | -0.6% | +2.5% | -3.1% | -3.3% |
| 6M | +25.3% | +8.1% | +17.3% | +15.4% |
| YTD | +23.8% | +9.6% | +14.2% | +12.5% |
| 1Y | +25.4% | +14.2% | +11.2% | +9.0% |
| 3Y | +117.3% | +56.1% | +61.2% | +36.6% |
| 5Y | +79.7% | +62.8% | +16.8% | +8.3% |
| 10Y | +359.6% | +248.2% | +111.4% | +24.6% |
| All | +609.5% | +372.8% | +236.7% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling