+114.4%
MTUM vs NVMI
+207.9%
-93.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -2.4% | -8.4% | +6.0% | 0.0% |
| 3M | -3.6% | -33.6% | +29.9% | +8.0% |
| 6M | +23.7% | -14.7% | +38.3% | +28.6% |
| YTD | +22.9% | +13.2% | +9.7% | +18.2% |
| 1Y | +21.8% | +29.0% | -7.3% | +12.4% |
| 3Y | +114.4% | +215.0% | -100.5% | +46.2% |
| All | +114.4% | +207.9% | -93.4% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 3y: compounded portfolio wealth divided by compounded NVMI 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…
3y analysis · Full analysis span regression · 6 months rolling