+604.3%
MTUM vs VIVK
-100.0%
+704.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.2% |
| 6M | +23.7% | -98.2% | +121.9% | +24.4% |
| YTD | +22.9% | -98.0% | +120.9% | +23.4% |
| 1Y | +21.8% | -100.0% | +121.7% | +23.2% |
| 3Y | +114.4% | -100.0% | +214.4% | +116.6% |
| 5Y | +79.6% | -100.0% | +179.6% | +81.4% |
| 10Y | +356.2% | -100.0% | +456.2% | +358.6% |
| All | +604.3% | -100.0% | +704.3% | +601.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling