+120.2%
MTUM vs NVD
-99.1%
+219.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +0.7% | +10.8% | -10.1% | +2.5% |
| 30D | -2.4% | +0.8% | -3.2% | -1.8% |
| 3M | -3.6% | -20.8% | +17.2% | -5.7% |
| 6M | +23.7% | -41.2% | +64.8% | +17.2% |
| YTD | +22.9% | -44.2% | +67.1% | +16.6% |
| 1Y | +21.8% | -54.2% | +75.9% | +13.6% |
| 3Y | +114.4% | -99.1% | +213.6% | +23.0% |
| All | +120.2% | -99.1% | +219.3% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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