+604.3%
MTUM vs NUE
+734.8%
-130.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | -3.6% | -0.3% | -3.3% | -4.0% |
| 6M | +23.7% | +51.9% | -28.2% | +9.5% |
| YTD | +22.9% | +60.0% | -37.1% | +7.0% |
| 1Y | +21.8% | +82.9% | -61.1% | +1.8% |
| 3Y | +114.4% | +66.0% | +48.5% | +78.9% |
| 5Y | +79.6% | +149.0% | -69.4% | +27.6% |
| 10Y | +356.2% | +588.3% | -232.1% | +113.5% |
| All | +604.3% | +734.8% | -130.5% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling