+19.2%
VCIT vs MTUM
+86.3%
-67.1%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.1% | -4.1% | +4.2% | +0.3% |
| 30D | +1.1% | -16.6% | +17.7% | +2.0% |
| 3M | -1.4% | -13.0% | +11.6% | -0.8% |
| 6M | -2.3% | -11.3% | +9.0% | -2.0% |
| YTD | -1.8% | +7.1% | -8.9% | -2.5% |
| 1Y | -1.0% | +6.4% | -7.4% | -1.7% |
| All | +19.2% | +86.3% | -67.1% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling