+31.5%
VCIT vs MTUM
+315.0%
-283.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.2% |
| 7D | -0.5% | +1.5% | -2.0% | -0.6% |
| 30D | +1.5% | -12.1% | +13.5% | +2.2% |
| 3M | -1.0% | -10.0% | +9.0% | -0.4% |
| 6M | -1.7% | -9.4% | +7.7% | -1.3% |
| YTD | -1.4% | +11.1% | -12.5% | -2.4% |
| 1Y | -0.9% | +10.8% | -11.7% | -1.9% |
| 3Y | +19.8% | +92.9% | -73.1% | +13.9% |
| 5Y | +4.6% | +55.2% | -50.6% | +0.4% |
| 10Y | +31.5% | +315.6% | -284.1% | +21.8% |
| All | +31.5% | +315.0% | -283.5% | +21.8% |
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