+79.1%
MTUM vs NVMI
+261.9%
-182.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.1% |
| 6M | +23.7% | -14.7% | +38.3% | +28.4% |
| YTD | +22.9% | +13.2% | +9.7% | +17.4% |
| 1Y | +21.8% | +29.0% | -7.3% | +11.3% |
| 3Y | +114.4% | +215.0% | -100.5% | +42.3% |
| All | +79.1% | +261.9% | -182.7% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling