+604.3%
MTUM vs VOO
+518.9%
+85.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.4% |
| 7D | +0.7% | -0.8% | +1.5% | +1.5% |
| 30D | -2.4% | -1.1% | -1.4% | -1.3% |
| 3M | -3.6% | +3.9% | -7.5% | -7.2% |
| 6M | +23.7% | +13.6% | +10.0% | +9.0% |
| YTD | +22.9% | +12.7% | +10.2% | +9.5% |
| 1Y | +21.8% | +17.6% | +4.2% | +3.9% |
| 3Y | +114.4% | +77.3% | +37.1% | +22.0% |
| 5Y | +79.6% | +84.1% | -4.6% | -1.8% |
| 10Y | +356.2% | +323.5% | +32.7% | +8.5% |
| All | +604.3% | +518.9% | +85.4% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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