+604.3%
MTUM vs VNQ
+120.6%
+483.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | +0.7% | -1.3% | +2.0% | +1.5% |
| 30D | -2.4% | -2.6% | +0.1% | -1.0% |
| 3M | -3.6% | -2.0% | -1.6% | -3.0% |
| 6M | +23.7% | +4.3% | +19.3% | +19.7% |
| YTD | +22.9% | +9.2% | +13.7% | +15.7% |
| 1Y | +21.8% | +5.6% | +16.1% | +16.8% |
| 3Y | +114.4% | +30.8% | +83.6% | +78.8% |
| 5Y | +79.6% | +8.0% | +71.6% | +67.3% |
| 10Y | +356.2% | +63.7% | +292.5% | +220.2% |
| All | +604.3% | +120.6% | +483.7% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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