-28.4%
NCLH vs MTUM
+22.8%
-51.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -0.9% |
| 7D | -6.5% | +1.2% | -7.8% | -7.1% |
| 30D | -22.1% | -1.7% | -20.4% | -21.5% |
| 3M | -18.7% | -0.5% | -18.2% | -22.3% |
| 6M | -28.4% | +22.3% | -50.7% | -53.4% |
| All | -28.4% | +22.8% | -51.2% | -53.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling