+114.4%
MTUM vs NTR
+36.8%
+77.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +0.7% | -1.3% | +2.0% | +0.8% |
| 30D | -2.4% | +16.8% | -19.2% | -3.8% |
| 3M | -3.6% | +20.7% | -24.4% | -5.5% |
| 6M | +23.7% | +0.5% | +23.1% | +23.4% |
| YTD | +22.9% | +29.2% | -6.3% | +18.3% |
| 1Y | +21.8% | +39.6% | -17.8% | +15.5% |
| 3Y | +114.4% | +37.9% | +76.6% | +100.7% |
| All | +114.4% | +36.8% | +77.7% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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