+493.9%
VTI vs MTUM
+604.3%
-110.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 6M | +13.6% | +23.7% | -10.1% | -6.3% |
| YTD | +12.9% | +22.9% | -10.0% | -6.7% |
| 1Y | +17.2% | +21.8% | -4.5% | -2.5% |
| 3Y | +75.7% | +114.4% | -38.8% | -9.1% |
| 5Y | +75.4% | +79.6% | -4.1% | +4.3% |
| 10Y | +303.3% | +356.2% | -52.9% | +6.4% |
| All | +493.9% | +604.3% | -110.4% | +10.9% |
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