+383.6%
MTUM vs NTRA
+1,727.4%
-1,343.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -2.4% | +4.1% | -6.5% | -3.0% |
| 3M | -3.6% | +50.0% | -53.7% | -9.2% |
| 6M | +23.7% | +67.3% | -43.6% | +14.3% |
| YTD | +22.9% | +43.6% | -20.7% | +15.7% |
| 1Y | +21.8% | +89.2% | -67.5% | +10.3% |
| 3Y | +114.4% | +502.5% | -388.1% | +64.9% |
| 5Y | +79.6% | +173.8% | -94.2% | +44.3% |
| 10Y | +356.2% | +3,189.3% | -2,833.1% | +178.1% |
| All | +383.6% | +1,727.4% | -1,343.8% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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