+11.3%
NEE vs MTUM
+78.7%
-67.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.5% |
| 7D | -1.3% | +0.7% | -2.1% | -1.5% |
| 30D | -3.3% | -2.4% | -0.9% | -2.7% |
| 3M | -2.3% | -3.6% | +1.4% | -1.8% |
| 6M | -8.9% | +23.7% | -32.5% | -15.9% |
| YTD | +4.8% | +22.9% | -18.1% | -3.3% |
| 1Y | +18.7% | +21.8% | -3.0% | +9.8% |
| 3Y | +33.2% | +114.4% | -81.2% | -6.0% |
| All | +11.3% | +78.7% | -67.3% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling