+123.8%
MTUM vs NXT
+173.5%
-49.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | +0.7% | -1.9% | +2.6% | +1.0% |
| 30D | -2.4% | -20.0% | +17.6% | +0.3% |
| 3M | -3.6% | -30.7% | +27.1% | +0.5% |
| 6M | +23.7% | -29.0% | +52.6% | +28.0% |
| YTD | +22.9% | -4.8% | +27.8% | +23.5% |
| 1Y | +21.8% | +22.8% | -1.0% | +19.3% |
| 3Y | +114.4% | +93.9% | +20.5% | +96.7% |
| All | +123.8% | +173.5% | -49.6% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling