+604.3%
MTUM vs VRSK
+210.6%
+393.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.7% | -5.2% | +5.9% | +2.6% |
| 30D | -2.4% | -2.3% | -0.1% | -2.0% |
| 3M | -3.6% | -2.9% | -0.7% | -4.5% |
| 6M | +23.7% | -12.8% | +36.5% | +27.0% |
| YTD | +22.9% | -20.8% | +43.7% | +30.8% |
| 1Y | +21.8% | -33.2% | +55.0% | +39.5% |
| 3Y | +114.4% | -26.6% | +141.0% | +128.2% |
| 5Y | +79.6% | -11.3% | +90.9% | +69.3% |
| 10Y | +356.2% | +126.1% | +230.1% | +170.7% |
| All | +604.3% | +210.6% | +393.7% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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