+58.2%
VZ vs MTUM
+93.4%
-35.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +1.3% |
| 7D | +0.9% | +1.5% | -0.6% | +1.2% |
| 30D | +8.9% | -12.1% | +21.0% | +6.7% |
| 3M | +0.1% | -10.0% | +10.1% | -1.5% |
| 6M | +1.9% | -9.4% | +11.3% | +0.4% |
| YTD | +22.0% | +11.1% | +10.9% | +22.8% |
| 1Y | +22.1% | +10.8% | +11.3% | +22.9% |
| All | +58.2% | +93.4% | -35.2% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling