+79.1%
MTUM vs NUE
+146.6%
-67.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -2.4% | -4.6% | +2.1% | -1.4% |
| 3M | -3.6% | -0.3% | -3.3% | -3.9% |
| 6M | +23.7% | +51.9% | -28.2% | +10.9% |
| YTD | +22.9% | +60.0% | -37.1% | +8.7% |
| 1Y | +21.8% | +82.9% | -61.1% | +3.8% |
| 3Y | +114.4% | +66.0% | +48.5% | +81.3% |
| All | +79.1% | +146.6% | -67.4% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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