+64.9%
VZ vs MTUM
+357.8%
-292.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | +7.7% | -2.4% | +10.2% | +8.1% |
| 3M | +9.7% | -3.6% | +13.3% | +9.8% |
| 6M | +3.1% | +23.7% | -20.6% | -2.5% |
| YTD | +30.5% | +22.9% | +7.6% | +23.3% |
| 1Y | +22.5% | +21.8% | +0.7% | +15.8% |
| 3Y | +82.4% | +114.4% | -32.1% | +44.4% |
| 5Y | +28.0% | +79.6% | -51.5% | +5.9% |
| All | +64.9% | +357.8% | -292.9% | -12.6% |
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 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