+486.2%
MTUM vs VT
+293.8%
+192.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.6% |
| 7D | -10.2% | -2.3% | -7.9% | -7.8% |
| 30D | -20.9% | -5.0% | -15.9% | -16.3% |
| 3M | -17.1% | -4.9% | -12.2% | -12.3% |
| 6M | -14.5% | -1.5% | -12.9% | -12.2% |
| YTD | +2.3% | +8.5% | -6.2% | -4.7% |
| 1Y | +4.0% | +11.4% | -7.4% | -5.7% |
| 3Y | +80.7% | +70.1% | +10.6% | +7.9% |
| 5Y | +40.1% | +53.7% | -13.7% | -7.3% |
| 10Y | +285.9% | +220.0% | +66.0% | +28.5% |
| All | +486.2% | +293.8% | +192.4% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling