+124.6%
MTUM vs VLTO
+27.2%
+97.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +1.7% | -2.3% | +4.0% | +2.2% |
| 30D | -1.7% | -0.9% | -0.8% | -1.5% |
| 3M | -6.3% | +13.8% | -20.2% | -10.4% |
| 6M | +21.8% | +2.0% | +19.8% | +20.9% |
| YTD | +22.0% | -3.2% | +25.2% | +23.2% |
| 1Y | +25.3% | -9.2% | +34.5% | +29.4% |
| All | +124.6% | +27.2% | +97.4% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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