+113.0%
VWO vs MTUM
+357.8%
-244.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.1% |
| 7D | -1.8% | +0.7% | -2.5% | -2.2% |
| 30D | -0.1% | -2.4% | +2.3% | +1.3% |
| 3M | +2.2% | -3.6% | +5.9% | +3.7% |
| 6M | +8.8% | +23.7% | -14.9% | -5.8% |
| YTD | +12.4% | +22.9% | -10.5% | -2.4% |
| 1Y | +15.6% | +21.8% | -6.2% | +0.8% |
| 3Y | +62.5% | +114.4% | -51.9% | -3.9% |
| 5Y | +34.3% | +79.6% | -45.3% | -11.7% |
| All | +113.0% | +357.8% | -244.8% | -37.8% |
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 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