+595.4%
MTUM vs VMC
+479.2%
+116.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +1.2% | -3.7% | +4.9% | +2.4% |
| 30D | -1.7% | -12.8% | +11.1% | +2.4% |
| 3M | -0.5% | -7.9% | +7.5% | +1.5% |
| 6M | +22.3% | -7.5% | +29.9% | +24.4% |
| YTD | +21.4% | -11.6% | +33.0% | +24.7% |
| 1Y | +20.0% | -14.3% | +34.3% | +24.4% |
| 3Y | +113.0% | +18.5% | +94.5% | +98.1% |
| 5Y | +77.3% | +46.8% | +30.5% | +53.3% |
| 10Y | +350.5% | +153.2% | +197.3% | +216.0% |
| All | +595.4% | +479.2% | +116.2% | +294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling