+414.3%
VUG vs MTUM
+357.8%
+56.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.2% |
| 7D | -0.5% | +0.7% | -1.2% | -1.1% |
| 30D | -1.0% | -2.4% | +1.5% | +1.0% |
| 3M | +3.5% | -3.6% | +7.2% | +5.2% |
| 6M | +14.2% | +23.7% | -9.5% | -8.5% |
| YTD | +8.5% | +22.9% | -14.4% | -12.9% |
| 1Y | +12.9% | +21.8% | -8.9% | -8.6% |
| 3Y | +85.6% | +114.4% | -28.8% | -12.1% |
| 5Y | +78.1% | +79.6% | -1.4% | -0.4% |
| All | +414.3% | +357.8% | +56.5% | +25.9% |
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 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