+1,474.9%
VGT vs MTUM
+604.3%
+870.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.1% |
| 7D | -0.2% | +0.7% | -0.9% | -0.9% |
| 30D | -0.4% | -2.4% | +2.0% | +1.9% |
| 3M | +4.4% | -3.6% | +8.1% | +7.4% |
| 6M | +32.1% | +23.7% | +8.4% | +4.5% |
| YTD | +28.8% | +22.9% | +5.9% | +2.4% |
| 1Y | +35.3% | +21.8% | +13.6% | +8.9% |
| 3Y | +124.8% | +114.4% | +10.3% | +1.3% |
| 5Y | +137.9% | +79.6% | +58.4% | +29.1% |
| 10Y | +814.2% | +356.2% | +458.0% | +97.9% |
| All | +1,474.9% | +604.3% | +870.6% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling