+33.8%
VWO vs MTUM
+78.7%
-44.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | 0.0% |
| 7D | -1.8% | +0.7% | -2.5% | -2.1% |
| 30D | -0.1% | -2.4% | +2.3% | +1.1% |
| 3M | +2.2% | -3.6% | +5.9% | +3.5% |
| 6M | +8.8% | +23.7% | -14.9% | -3.4% |
| YTD | +12.4% | +22.9% | -10.5% | 0.0% |
| 1Y | +15.6% | +21.8% | -6.2% | +3.3% |
| 3Y | +62.5% | +114.4% | -51.9% | +5.5% |
| All | +33.8% | +78.7% | -44.8% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling