+116.8%
MTUM vs VT
+76.6%
+40.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.9% |
| 7D | +4.1% | +1.0% | +3.1% | +2.7% |
| 30D | -0.2% | -0.2% | 0.0% | +0.1% |
| 3M | -1.9% | +4.5% | -6.5% | -7.1% |
| 6M | +28.1% | +14.1% | +14.0% | +9.2% |
| YTD | +23.6% | +14.8% | +8.8% | +4.7% |
| 1Y | +26.1% | +21.2% | +4.9% | 0.0% |
| 3Y | +116.8% | +76.6% | +40.3% | +12.0% |
| All | +116.8% | +76.6% | +40.2% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling