+79.1%
MTUM vs NVT
+419.5%
-340.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.4% | -0.6% |
| 7D | +0.7% | +4.1% | -3.4% | -1.0% |
| 30D | -2.4% | -5.1% | +2.7% | -0.6% |
| 3M | -3.6% | -1.2% | -2.5% | -3.6% |
| 6M | +23.7% | +46.6% | -22.9% | +5.3% |
| YTD | +22.9% | +60.0% | -37.1% | +0.8% |
| 1Y | +21.8% | +70.8% | -49.0% | -3.3% |
| 3Y | +114.4% | +187.5% | -73.1% | +29.5% |
| All | +79.1% | +419.5% | -340.4% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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