+297.8%
VTI vs MTUM
+357.8%
-60.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.1% |
| 7D | -0.9% | +0.7% | -1.6% | -1.5% |
| 30D | -1.4% | -2.4% | +1.0% | +0.2% |
| 3M | +3.6% | -3.6% | +7.2% | +4.9% |
| 6M | +13.6% | +23.7% | -10.1% | -6.1% |
| YTD | +12.9% | +22.9% | -10.0% | -6.5% |
| 1Y | +17.2% | +21.8% | -4.5% | -2.3% |
| 3Y | +75.7% | +114.4% | -38.8% | -8.4% |
| 5Y | +75.4% | +79.6% | -4.1% | +4.9% |
| All | +297.8% | +357.8% | -60.1% | +12.3% |
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