+604.3%
MTUM vs VYM
+345.6%
+258.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.6% |
| 7D | +0.7% | -0.8% | +1.5% | +1.5% |
| 30D | -2.4% | -2.2% | -0.2% | -0.2% |
| 3M | -3.6% | +3.1% | -6.7% | -6.5% |
| 6M | +23.7% | +9.7% | +13.9% | +13.1% |
| YTD | +22.9% | +14.9% | +8.0% | +7.6% |
| 1Y | +21.8% | +17.6% | +4.2% | +4.2% |
| 3Y | +114.4% | +65.3% | +49.1% | +32.6% |
| 5Y | +79.6% | +78.7% | +0.8% | +3.6% |
| 10Y | +356.2% | +208.2% | +148.0% | +52.8% |
| All | +604.3% | +345.6% | +258.8% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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