-49.5%
NCLH vs MTUM
+604.3%
-653.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.3% |
| 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% | -46.3% |
| YTD | -33.6% | +22.9% | -56.5% | -50.4% |
| 1Y | -45.0% | +21.8% | -66.7% | -58.5% |
| 3Y | -11.0% | +114.4% | -125.5% | -65.7% |
| 5Y | -39.7% | +79.6% | -119.3% | -70.3% |
| 10Y | -57.0% | +356.2% | -413.3% | -92.2% |
| All | -49.5% | +604.3% | -653.8% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling