+27.9%
VTV vs MTUM
+9.7%
+18.2%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.8% |
| 7D | +1.8% | -10.1% | +11.9% | +3.7% |
| 30D | +6.0% | -15.6% | +21.5% | +9.2% |
| 3M | +3.7% | -12.7% | +16.4% | +6.1% |
| 6M | +13.9% | -3.7% | +17.7% | +12.1% |
| YTD | +22.8% | +9.4% | +13.3% | +15.3% |
| 1Y | +27.9% | +10.2% | +17.6% | +19.9% |
| All | +27.9% | +9.7% | +18.2% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling