+21.2%
VZ vs MTUM
+26.3%
-5.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -0.4% |
| 7D | +0.1% | +1.7% | -1.6% | +0.6% |
| 30D | +7.9% | -1.7% | +9.5% | +7.5% |
| 3M | +13.6% | -6.3% | +20.0% | +12.2% |
| 6M | +1.1% | +21.8% | -20.7% | +8.0% |
| YTD | +29.3% | +22.0% | +7.3% | +36.9% |
| 1Y | +21.2% | +25.3% | -4.1% | +31.4% |
| All | +21.2% | +26.3% | -5.1% | +31.4% |
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