+72.7%
NEM vs MTUM
+26.3%
+46.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -3.2% |
| 7D | +0.3% | +1.7% | -1.4% | -1.0% |
| 30D | +23.1% | -1.7% | +24.7% | +24.5% |
| 3M | +18.5% | -6.3% | +24.8% | +22.7% |
| 6M | +7.8% | +21.8% | -14.1% | -14.5% |
| YTD | +29.1% | +22.0% | +7.1% | +2.6% |
| 1Y | +72.7% | +25.3% | +47.3% | +29.9% |
| All | +72.7% | +26.3% | +46.4% | +29.9% |
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 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