+1.2%
VWO vs MTUM
-74.7%
+75.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -77.1% | +73.4% | +3.8% |
| 7D | -4.2% | -79.0% | +74.8% | +7.6% |
| 30D | -10.5% | -80.7% | +70.2% | +4.6% |
| 3M | -9.4% | -79.8% | +70.3% | +3.3% |
| 6M | -8.3% | -78.4% | +70.1% | -0.8% |
| YTD | +1.2% | -74.9% | +76.1% | -0.7% |
| 1Y | +1.2% | -74.8% | +76.0% | -0.9% |
| All | +1.2% | -74.7% | +75.9% | -0.9% |
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