+195.0%
VLO vs MTUM
+114.7%
+80.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | +5.3% | +0.7% | +4.6% | +5.1% |
| 30D | +18.2% | -2.4% | +20.7% | +19.0% |
| 3M | +53.3% | -3.6% | +57.0% | +53.9% |
| 6M | +70.4% | +23.7% | +46.8% | +54.8% |
| YTD | +143.4% | +22.9% | +120.5% | +120.6% |
| 1Y | +153.0% | +21.8% | +131.2% | +130.2% |
| 3Y | +195.0% | +114.4% | +80.5% | +100.0% |
| All | +195.0% | +114.7% | +80.2% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling