+426.7%
VRTX vs MTUM
+357.8%
+68.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.6% |
| 7D | -5.6% | +0.7% | -6.3% | -6.0% |
| 30D | -2.0% | -2.4% | +0.5% | -0.8% |
| 3M | +15.8% | -3.6% | +19.5% | +16.4% |
| 6M | +4.7% | +23.7% | -19.0% | -11.3% |
| YTD | +13.7% | +22.9% | -9.2% | -3.5% |
| 1Y | +29.7% | +21.8% | +8.0% | +10.4% |
| 3Y | +48.4% | +114.4% | -66.0% | -18.3% |
| 5Y | +173.3% | +79.6% | +93.8% | +69.1% |
| All | +426.7% | +357.8% | +68.9% | +28.4% |
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