+25.3%
VZ vs MTUM
+80.5%
-55.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -1.0% | +4.1% | -5.1% | -1.0% |
| 30D | +5.8% | +0.6% | +5.1% | +5.7% |
| 3M | +10.5% | -0.6% | +11.1% | +10.3% |
| 6M | +1.8% | +25.3% | -23.6% | -0.2% |
| YTD | +28.3% | +23.8% | +4.4% | +25.6% |
| 1Y | +22.0% | +25.4% | -3.4% | +19.2% |
| 3Y | +81.8% | +117.3% | -35.4% | +57.1% |
| 5Y | +25.3% | +79.7% | -54.3% | +8.0% |
| All | +25.3% | +80.5% | -55.1% | +8.0% |
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