+12.8%
VG vs MTUM
+26.3%
-13.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | +0.1% |
| 7D | +1.7% | +1.7% | 0.0% | +2.2% |
| 30D | +16.0% | -1.7% | +17.7% | +15.5% |
| 3M | +9.7% | -6.3% | +16.1% | +8.6% |
| 6M | +29.6% | +21.8% | +7.7% | +37.6% |
| YTD | +112.0% | +22.0% | +90.0% | +118.0% |
| 1Y | +12.8% | +25.3% | -12.5% | +22.3% |
| All | +12.8% | +26.3% | -13.5% | +22.3% |
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