+379.1%
V vs MTUM
+357.8%
+21.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | 0.0% |
| 7D | -1.2% | +0.7% | -1.9% | -1.8% |
| 30D | +3.1% | -2.4% | +5.5% | +4.5% |
| 3M | +16.3% | -3.6% | +20.0% | +16.6% |
| 6M | +20.4% | +23.7% | -3.3% | -2.3% |
| YTD | +6.3% | +22.9% | -16.6% | -13.7% |
| 1Y | +8.7% | +21.8% | -13.0% | -11.4% |
| 3Y | +53.3% | +114.4% | -61.1% | -25.4% |
| 5Y | +71.1% | +79.6% | -8.5% | -3.2% |
| All | +379.1% | +357.8% | +21.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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