+604.3%
MTUM vs VTR
+79.9%
+524.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 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% | +14.1% |
| 3Y | +114.4% | +129.7% | -15.2% | +78.6% |
| 5Y | +79.6% | +89.3% | -9.8% | +53.7% |
| 10Y | +356.2% | +99.1% | +257.1% | +260.3% |
| All | +604.3% | +79.9% | +524.4% | +451.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling