+79.1%
MTUM vs VMC
+47.0%
+32.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | +0.7% | -3.8% | +4.5% | +2.2% |
| 30D | -2.4% | -9.7% | +7.2% | +1.5% |
| 3M | -3.6% | -9.6% | +6.0% | -0.5% |
| 6M | +23.7% | -4.8% | +28.5% | +24.5% |
| YTD | +22.9% | -10.9% | +33.8% | +26.3% |
| 1Y | +21.8% | -15.6% | +37.3% | +28.1% |
| 3Y | +114.4% | +19.3% | +95.1% | +89.0% |
| All | +79.1% | +47.0% | +32.1% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling