+44.8%
VCIT vs MTUM
+537.7%
-492.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | +10.8% | -12.2% | -1.9% |
| 30D | +0.8% | -11.4% | +12.2% | +1.4% |
| 3M | -1.7% | -11.7% | +9.9% | -1.2% |
| 6M | -2.1% | -8.2% | +6.1% | -1.8% |
| YTD | -2.0% | +11.3% | -13.3% | -2.9% |
| 1Y | -1.5% | +11.0% | -12.5% | -2.3% |
| 3Y | +19.0% | +93.2% | -74.2% | +14.1% |
| 5Y | +3.8% | +54.8% | -51.0% | +0.2% |
| 10Y | +30.6% | +316.2% | -285.6% | +24.0% |
| All | +44.8% | +537.7% | -492.9% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling