+1,675.2%
VLO vs MTUM
+609.5%
+1,065.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +6.2% | +4.1% | +2.1% | +3.2% |
| 30D | +23.5% | +0.6% | +22.9% | +22.8% |
| 3M | +53.9% | -0.6% | +54.5% | +51.6% |
| 6M | +81.7% | +25.3% | +56.3% | +46.5% |
| YTD | +142.5% | +23.8% | +118.7% | +96.1% |
| 1Y | +145.4% | +25.4% | +120.1% | +95.8% |
| 3Y | +197.3% | +117.3% | +80.1% | +43.8% |
| 5Y | +614.6% | +79.7% | +534.9% | +303.7% |
| 10Y | +938.9% | +359.6% | +579.3% | +123.5% |
| All | +1,675.2% | +609.5% | +1,065.8% | +145.0% |
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 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