+349.5%
MTUM vs VTR
+99.2%
+250.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | -2.4% | +1.1% | -3.5% | -2.7% |
| 3M | -3.6% | +7.9% | -11.5% | -5.5% |
| 6M | +23.7% | +6.2% | +17.5% | +21.5% |
| YTD | +22.9% | +17.7% | +5.2% | +18.2% |
| 1Y | +21.8% | +32.9% | -11.1% | +14.0% |
| 3Y | +114.4% | +129.7% | -15.2% | +78.2% |
| 5Y | +79.6% | +89.3% | -9.8% | +53.4% |
| All | +349.5% | +99.2% | +250.3% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling