+349.5%
MTUM vs VMC
+156.6%
+192.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +0.7% | -3.8% | +4.5% | +1.9% |
| 30D | -2.4% | -9.7% | +7.2% | +0.6% |
| 3M | -3.6% | -9.6% | +6.0% | -1.1% |
| 6M | +23.7% | -4.8% | +28.5% | +24.6% |
| YTD | +22.9% | -10.9% | +33.8% | +26.0% |
| 1Y | +21.8% | -15.6% | +37.3% | +26.9% |
| 3Y | +114.4% | +19.3% | +95.1% | +98.8% |
| 5Y | +79.6% | +48.0% | +31.5% | +54.5% |
| All | +349.5% | +156.6% | +192.9% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling