+10.2%
MTUM vs VIVK
-100.0%
+110.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -27.5% | +25.5% | -1.8% |
| 7D | -10.1% | -68.7% | +58.6% | -9.7% |
| 30D | -15.6% | -90.0% | +74.5% | -15.0% |
| 3M | -12.7% | -98.1% | +85.3% | -12.0% |
| 6M | -3.7% | -99.9% | +96.2% | -2.6% |
| YTD | +9.4% | -99.9% | +109.4% | +10.4% |
| 1Y | +10.2% | -100.0% | +110.2% | +17.5% |
| All | +10.2% | -100.0% | +110.2% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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