+120.6%
VLO vs MTUM
+9.7%
+110.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -5.9% |
| 7D | -6.0% | -10.1% | +4.1% | -6.7% |
| 30D | -12.9% | -15.6% | +2.7% | -14.0% |
| 3M | +18.3% | -12.7% | +31.1% | +17.0% |
| 6M | +46.4% | -3.7% | +50.2% | +49.5% |
| YTD | +127.7% | +9.4% | +118.3% | +136.2% |
| 1Y | +120.6% | +10.2% | +110.4% | +129.1% |
| All | +120.6% | +9.7% | +110.9% | +129.1% |
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