+10.2%
MTUM vs NXT
+10.5%
-0.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.1% | -13.1% | -4.1% |
| 7D | -10.1% | +30.0% | -40.1% | -15.1% |
| 30D | -15.6% | +28.6% | -44.2% | -20.1% |
| 3M | -12.7% | +8.4% | -21.1% | -14.6% |
| 6M | -3.7% | -8.7% | +5.0% | -3.2% |
| YTD | +9.4% | +22.5% | -13.0% | +4.2% |
| 1Y | +10.2% | +6.9% | +3.3% | +6.6% |
| All | +10.2% | +10.5% | -0.2% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling