+225.3%
MTUM vs NTR
+97.9%
+127.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | -1.3% | +2.0% | +1.0% |
| 30D | -2.4% | +16.8% | -19.2% | -6.1% |
| 3M | -3.6% | +20.7% | -24.4% | -8.3% |
| 6M | +23.7% | +0.5% | +23.1% | +22.4% |
| YTD | +22.9% | +29.2% | -6.3% | +13.5% |
| 1Y | +21.8% | +39.6% | -17.8% | +9.7% |
| 3Y | +114.4% | +37.9% | +76.6% | +90.4% |
| 5Y | +79.6% | +47.1% | +32.5% | +44.7% |
| All | +225.3% | +97.9% | +127.3% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling