+609.5%
MTUM vs VO
+334.7%
+274.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +1.0% |
| 7D | +4.1% | -0.6% | +4.7% | +4.7% |
| 30D | +0.6% | -1.9% | +2.6% | +2.5% |
| 3M | -0.6% | +3.3% | -3.9% | -3.4% |
| 6M | +25.3% | +9.7% | +15.7% | +15.6% |
| YTD | +23.8% | +12.6% | +11.2% | +11.5% |
| 1Y | +25.4% | +13.6% | +11.7% | +11.9% |
| 3Y | +117.3% | +56.8% | +60.5% | +45.3% |
| 5Y | +79.7% | +42.3% | +37.4% | +30.7% |
| 10Y | +359.6% | +199.2% | +160.4% | +70.5% |
| All | +609.5% | +334.7% | +274.7% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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