+297.1%
VT vs MTUM
+486.2%
-189.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -1.0% |
| 7D | -2.3% | -10.2% | +7.9% | +4.9% |
| 30D | -5.0% | -20.9% | +15.9% | +11.2% |
| 3M | -4.9% | -17.1% | +12.2% | +7.4% |
| 6M | -1.5% | -14.5% | +12.9% | +7.1% |
| YTD | +8.5% | +2.3% | +6.2% | +3.1% |
| 1Y | +11.4% | +4.0% | +7.4% | +4.5% |
| 3Y | +70.1% | +80.7% | -10.6% | +3.6% |
| 5Y | +53.7% | +40.1% | +13.7% | +12.7% |
| 10Y | +220.0% | +285.9% | -66.0% | +0.9% |
| All | +297.1% | +486.2% | -189.1% | -9.8% |
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