-34.8%
VG vs MTUM
+37.1%
-71.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.3% |
| 7D | +7.0% | +1.2% | +5.8% | +6.4% |
| 30D | +17.2% | -1.7% | +18.9% | +17.9% |
| 3M | +16.8% | -0.5% | +17.3% | +14.4% |
| 6M | +36.3% | +22.3% | +14.0% | +4.5% |
| YTD | +127.9% | +21.4% | +106.5% | +72.8% |
| 1Y | +11.7% | +20.0% | -8.3% | -12.9% |
| All | -34.8% | +37.1% | -71.9% | -52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling