+79.1%
MTUM vs NTR
+45.7%
+33.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | -2.4% | +16.8% | -19.2% | -4.6% |
| 3M | -3.6% | +20.7% | -24.4% | -6.4% |
| 6M | +23.7% | +0.5% | +23.1% | +23.0% |
| YTD | +22.9% | +29.2% | -6.3% | +17.0% |
| 1Y | +21.8% | +39.6% | -17.8% | +14.1% |
| 3Y | +114.4% | +37.9% | +76.6% | +98.8% |
| All | +79.1% | +45.7% | +33.4% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling