+900.4%
VRTX vs MTUM
+608.1%
+292.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -4.0% |
| 7D | -3.4% | +4.1% | -7.5% | -6.1% |
| 30D | +6.6% | -0.2% | +6.8% | +6.4% |
| 3M | +19.4% | -1.9% | +21.3% | +18.4% |
| 6M | +15.8% | +28.1% | -12.3% | -7.4% |
| YTD | +16.7% | +23.6% | -6.9% | -4.4% |
| 1Y | +33.8% | +26.1% | +7.7% | +7.4% |
| 3Y | +54.2% | +116.8% | -62.7% | -24.6% |
| 5Y | +176.4% | +80.0% | +96.4% | +55.7% |
| 10Y | +443.5% | +346.4% | +97.1% | -5.4% |
| All | +900.4% | +608.1% | +292.3% | +2.5% |
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