+76.2%
MTUM vs VIK
+221.3%
-145.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.6% |
| 7D | +1.2% | -1.8% | +3.1% | +1.8% |
| 30D | -1.7% | -17.3% | +15.6% | +4.4% |
| 3M | -0.5% | -5.1% | +4.6% | +1.0% |
| 6M | +22.3% | +16.2% | +6.1% | +15.0% |
| YTD | +21.4% | +17.6% | +3.7% | +13.0% |
| 1Y | +20.0% | +33.5% | -13.5% | +6.4% |
| All | +76.2% | +221.3% | -145.1% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling