+153.0%
VLO vs MTUM
+21.2%
+131.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | +5.3% | +0.7% | +4.6% | +5.3% |
| 30D | +18.2% | -2.4% | +20.7% | +18.1% |
| 3M | +53.3% | -3.6% | +57.0% | +52.6% |
| 6M | +70.4% | +23.7% | +46.8% | +76.8% |
| YTD | +143.4% | +22.9% | +120.5% | +149.5% |
| 1Y | +153.0% | +21.8% | +131.2% | +163.2% |
| All | +153.0% | +21.2% | +131.8% | +163.2% |
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