+79.1%
MTUM vs NVS
+92.9%
-13.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.7% | -14.3% | +15.0% | +3.1% |
| 30D | -2.4% | -10.0% | +7.5% | -1.2% |
| 3M | -3.6% | -10.9% | +7.2% | -2.4% |
| 6M | +23.7% | -12.0% | +35.6% | +25.5% |
| YTD | +22.9% | +2.5% | +20.4% | +20.1% |
| 1Y | +21.8% | +10.7% | +11.1% | +16.5% |
| 3Y | +114.4% | +53.3% | +61.1% | +83.6% |
| All | +79.1% | +92.9% | -13.8% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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