-58.0%
NCLH vs MTUM
+357.8%
-415.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.2% |
| 7D | -4.8% | +0.7% | -5.5% | -5.6% |
| 30D | -21.7% | -2.4% | -19.2% | -19.6% |
| 3M | -22.2% | -3.6% | -18.6% | -21.9% |
| 6M | -27.5% | +23.7% | -51.2% | -46.8% |
| YTD | -33.6% | +22.9% | -56.5% | -50.8% |
| 1Y | -45.0% | +21.8% | -66.7% | -58.8% |
| 3Y | -11.0% | +114.4% | -125.5% | -66.8% |
| 5Y | -39.7% | +79.6% | -119.3% | -71.1% |
| All | -58.0% | +357.8% | -415.8% | -92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling