+248.8%
NBIS vs MTUM
+26.3%
+222.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.8% | +5.7% | +3.2% |
| 7D | +8.2% | +1.7% | +6.5% | +4.2% |
| 30D | +3.4% | -1.7% | +5.0% | +9.7% |
| 3M | -12.8% | -6.3% | -6.5% | +6.4% |
| 6M | +131.5% | +21.8% | +109.7% | +42.1% |
| YTD | +170.5% | +22.0% | +148.4% | +68.3% |
| 1Y | +248.8% | +25.3% | +223.4% | +109.8% |
| All | +248.8% | +26.3% | +222.5% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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