+114.4%
MTUM vs VIVK
-100.0%
+214.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.4% | +8.7% | +1.3% |
| 7D | +0.7% | -4.4% | +5.1% | +0.7% |
| 30D | -2.4% | -40.8% | +38.4% | -2.3% |
| 3M | -3.6% | -94.1% | +90.5% | -3.0% |
| 6M | +23.7% | -98.2% | +121.9% | +24.8% |
| YTD | +22.9% | -98.0% | +120.9% | +23.4% |
| 1Y | +21.8% | -100.0% | +121.7% | +25.0% |
| 3Y | +114.4% | -100.0% | +214.4% | +108.4% |
| All | +114.4% | -100.0% | +214.4% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling