+78.4%
MTUM vs VIK
+225.1%
-146.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | +0.7% | -0.9% | +1.6% | +1.0% |
| 30D | -2.4% | -18.4% | +16.0% | +4.1% |
| 3M | -3.6% | -8.8% | +5.1% | -1.0% |
| 6M | +23.7% | +17.1% | +6.5% | +15.9% |
| YTD | +22.9% | +19.0% | +3.9% | +14.0% |
| 1Y | +21.8% | +30.1% | -8.4% | +9.1% |
| All | +78.4% | +225.1% | -146.7% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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