+29.4%
NDAQ vs MTUM
+9.7%
+19.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.5% | +2.4% |
| 7D | +3.9% | -10.1% | +14.0% | +3.2% |
| 30D | +19.0% | -15.6% | +34.6% | +18.1% |
| 3M | +17.6% | -12.7% | +30.3% | +16.7% |
| 6M | +21.0% | -3.7% | +24.7% | +15.3% |
| YTD | +14.1% | +9.4% | +4.6% | +4.6% |
| 1Y | +29.4% | +10.2% | +19.2% | +18.3% |
| All | +29.4% | +9.7% | +19.8% | +18.3% |
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