+381.8%
VTV vs MTUM
+604.3%
-222.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | 0.0% |
| 7D | -1.1% | +0.7% | -1.8% | -1.5% |
| 30D | -1.0% | -2.4% | +1.4% | +0.3% |
| 3M | +4.6% | -3.6% | +8.3% | +5.6% |
| 6M | +13.5% | +23.7% | -10.2% | -3.0% |
| YTD | +18.5% | +22.9% | -4.4% | +1.4% |
| 1Y | +22.9% | +21.8% | +1.1% | +5.5% |
| 3Y | +67.8% | +114.4% | -46.6% | -3.7% |
| 5Y | +81.8% | +79.6% | +2.3% | +16.4% |
| 10Y | +233.0% | +356.2% | -123.2% | -0.6% |
| All | +381.8% | +604.3% | -222.5% | +3.8% |
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