+59.9%
VEA vs MTUM
+78.7%
-18.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.4% |
| 7D | -1.5% | +0.7% | -2.2% | -1.9% |
| 30D | -0.8% | -2.4% | +1.6% | +0.5% |
| 3M | +2.5% | -3.6% | +6.1% | +3.8% |
| 6M | +11.1% | +23.7% | -12.5% | -2.8% |
| YTD | +17.2% | +22.9% | -5.7% | +2.7% |
| 1Y | +24.5% | +21.8% | +2.7% | +9.6% |
| 3Y | +75.4% | +114.4% | -39.0% | +6.6% |
| All | +59.9% | +78.7% | -18.8% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling