+514.8%
MTUM vs VT
+304.1%
+210.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +2.1% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -16.4% | -2.6% | -13.8% | -13.8% |
| 3M | -13.4% | -3.2% | -10.1% | -10.0% |
| 6M | -11.1% | +0.9% | -12.0% | -11.1% |
| YTD | +7.3% | +11.3% | -4.0% | -2.7% |
| 1Y | +8.5% | +14.0% | -5.5% | -3.9% |
| 3Y | +89.5% | +75.8% | +13.7% | +9.4% |
| 5Y | +48.7% | +57.8% | -9.1% | -4.2% |
| 10Y | +295.6% | +219.8% | +75.8% | +31.2% |
| All | +514.8% | +304.1% | +210.7% | +67.3% |
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