+219.2%
VT vs MTUM
+293.7%
-74.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | -0.1% | -4.1% | +4.0% | +2.4% |
| 30D | -3.1% | -16.6% | +13.5% | +8.9% |
| 3M | -3.5% | -13.0% | +9.5% | +5.1% |
| 6M | +0.5% | -11.3% | +11.7% | +6.4% |
| YTD | +10.8% | +7.1% | +3.7% | +2.2% |
| 1Y | +11.9% | +6.4% | +5.5% | +3.6% |
| 3Y | +73.0% | +85.9% | -12.9% | +4.6% |
| 5Y | +58.6% | +50.0% | +8.6% | +11.5% |
| 10Y | +219.2% | +299.9% | -80.7% | +7.2% |
| All | +219.2% | +293.7% | -74.5% | +7.2% |
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 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