+604.3%
MTUM vs NVS
+237.6%
+366.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.7% | -14.3% | +15.0% | +6.5% |
| 30D | -2.4% | -10.0% | +7.5% | +0.7% |
| 3M | -3.6% | -10.9% | +7.2% | -0.6% |
| 6M | +23.7% | -12.0% | +35.6% | +28.0% |
| YTD | +22.9% | +2.5% | +20.4% | +18.4% |
| 1Y | +21.8% | +10.7% | +11.1% | +12.7% |
| 3Y | +114.4% | +53.3% | +61.1% | +64.7% |
| 5Y | +79.6% | +93.6% | -14.0% | +19.1% |
| 10Y | +356.2% | +180.6% | +175.7% | +150.5% |
| All | +604.3% | +237.6% | +366.8% | +249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling