+22.3%
VZ vs MTUM
+54.9%
-32.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.7% |
| 7D | +0.9% | +1.5% | -0.6% | +1.0% |
| 30D | +8.9% | -12.1% | +21.0% | +8.7% |
| 3M | +0.1% | -10.0% | +10.1% | -0.1% |
| 6M | +1.9% | -9.4% | +11.3% | +1.3% |
| YTD | +22.0% | +11.1% | +10.9% | +19.4% |
| 1Y | +22.1% | +10.8% | +11.3% | +19.5% |
| 3Y | +58.7% | +92.9% | -34.3% | +37.5% |
| 5Y | +22.3% | +55.2% | -32.9% | +4.7% |
| All | +22.3% | +54.9% | -32.5% | +4.7% |
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