-1.4%
VCIT vs MTUM
+10.7%
-12.1%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.1% |
| 7D | -0.5% | +1.5% | -2.0% | -0.6% |
| 30D | +1.0% | -12.1% | +13.1% | +1.6% |
| 3M | -1.4% | -10.0% | +8.6% | -0.9% |
| 6M | -2.1% | -9.4% | +7.3% | -2.1% |
| YTD | -1.8% | +11.1% | -12.9% | -3.5% |
| 1Y | -1.4% | +10.8% | -12.1% | -3.1% |
| All | -1.4% | +10.7% | -12.1% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling