+404.6%
VIAV vs MTUM
+357.8%
+46.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +2.4% |
| 7D | +11.2% | +0.7% | +10.4% | +10.6% |
| 30D | -10.1% | -2.4% | -7.7% | -7.3% |
| 3M | -22.9% | -3.6% | -19.2% | -18.2% |
| 6M | +28.8% | +23.7% | +5.1% | +11.9% |
| YTD | +117.5% | +22.9% | +94.5% | +91.4% |
| 1Y | +216.1% | +21.8% | +194.3% | +180.4% |
| 3Y | +292.2% | +114.4% | +177.8% | +114.5% |
| 5Y | +141.0% | +79.6% | +61.4% | +51.6% |
| All | +404.6% | +357.8% | +46.7% | +19.3% |
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 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