+19.9%
VGT vs MTUM
+9.7%
+10.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.8% |
| 7D | -6.5% | -10.1% | +3.6% | +1.8% |
| 30D | -10.6% | -15.6% | +5.0% | +2.4% |
| 3M | -3.7% | -12.7% | +9.0% | +7.3% |
| 6M | +10.4% | -3.7% | +14.1% | +11.3% |
| YTD | +23.1% | +9.4% | +13.6% | +9.4% |
| 1Y | +19.9% | +10.2% | +9.7% | +5.7% |
| All | +19.9% | +9.7% | +10.2% | +5.7% |
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 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