-3.4%
NDAQ vs MTUM
+21.2%
-24.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.5% |
| 7D | -5.6% | +0.7% | -6.3% | -5.5% |
| 30D | -4.4% | -2.4% | -1.9% | -4.4% |
| 3M | +5.9% | -3.6% | +9.5% | +5.1% |
| 6M | +7.7% | +23.7% | -15.9% | -2.4% |
| YTD | -5.2% | +22.9% | -28.1% | -13.5% |
| 1Y | -3.4% | +21.8% | -25.1% | -11.1% |
| All | -3.4% | +21.2% | -24.6% | -11.1% |
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 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