-1.0%
NCLH vs MTUM
+9.7%
-10.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.0% | +8.7% | +7.7% |
| 7D | +15.8% | -10.1% | +25.9% | +22.1% |
| 30D | +25.1% | -15.6% | +40.6% | +36.6% |
| 3M | -7.3% | -12.7% | +5.4% | -0.8% |
| 6M | +8.1% | -3.7% | +11.9% | -0.5% |
| YTD | -16.7% | +9.4% | -26.1% | -34.1% |
| 1Y | -1.0% | +10.2% | -11.2% | -22.5% |
| All | -1.0% | +9.7% | -10.7% | -22.5% |
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