+599.3%
MTUM vs VT
+318.7%
+280.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +1.7% | +0.4% | +1.3% | +1.2% |
| 30D | -1.7% | +1.0% | -2.6% | -2.6% |
| 3M | -6.3% | +2.4% | -8.7% | -8.1% |
| 6M | +21.8% | +12.0% | +9.8% | +9.1% |
| YTD | +22.0% | +15.3% | +6.7% | +6.2% |
| 1Y | +25.3% | +22.6% | +2.8% | +2.6% |
| 3Y | +112.1% | +74.7% | +37.5% | +22.6% |
| 5Y | +76.2% | +66.1% | +10.1% | +7.3% |
| 10Y | +340.1% | +225.0% | +115.1% | +42.5% |
| All | +599.3% | +318.7% | +280.6% | +82.7% |
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