+121.0%
MTUM vs NXT
+168.4%
-47.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.8% |
| 7D | +1.2% | -2.6% | +3.8% | +1.6% |
| 30D | -1.7% | -22.4% | +20.8% | +1.4% |
| 3M | -0.5% | -27.3% | +26.9% | +3.3% |
| 6M | +22.3% | -28.5% | +50.8% | +26.6% |
| YTD | +21.4% | -6.6% | +28.0% | +22.2% |
| 1Y | +20.0% | +20.4% | -0.3% | +17.9% |
| 3Y | +113.0% | +90.9% | +22.0% | +95.8% |
| All | +121.0% | +168.4% | -47.4% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling