+1,148.7%
NDAQ vs MTUM
+609.5%
+539.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -1.6% | +4.1% | -5.7% | -4.2% |
| 30D | -1.5% | +0.6% | -2.1% | -2.1% |
| 3M | +8.0% | -0.6% | +8.7% | +5.8% |
| 6M | +7.7% | +25.3% | -17.6% | -12.1% |
| YTD | -2.3% | +23.8% | -26.1% | -19.8% |
| 1Y | +0.6% | +25.4% | -24.8% | -18.4% |
| 3Y | +90.9% | +117.3% | -26.3% | -0.5% |
| 5Y | +52.5% | +79.7% | -27.2% | -8.6% |
| 10Y | +380.3% | +359.6% | +20.7% | +28.6% |
| All | +1,148.7% | +609.5% | +539.2% | +132.9% |
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