-35.7%
VG vs MTUM
+39.9%
-75.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +3.8% | +4.1% | -0.3% | +1.9% |
| 30D | +7.2% | +0.6% | +6.6% | +6.7% |
| 3M | +22.8% | -0.6% | +23.4% | +20.8% |
| 6M | +33.2% | +25.3% | +7.9% | +0.6% |
| YTD | +124.8% | +23.8% | +101.0% | +69.0% |
| 1Y | +15.8% | +25.4% | -9.5% | -13.8% |
| All | -35.7% | +39.9% | -75.5% | -53.8% |
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 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