+302.3%
NEM vs MTUM
+357.8%
-55.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | -1.0% | +0.7% | -1.7% | -1.3% |
| 30D | +7.8% | -2.4% | +10.3% | +8.9% |
| 3M | +30.2% | -3.6% | +33.9% | +31.6% |
| 6M | +9.6% | +23.7% | -14.1% | +1.0% |
| YTD | +27.8% | +22.9% | +4.9% | +18.2% |
| 1Y | +60.7% | +21.8% | +38.9% | +49.1% |
| 3Y | +245.3% | +114.4% | +130.8% | +162.9% |
| 5Y | +155.3% | +79.6% | +75.8% | +103.2% |
| All | +302.3% | +357.8% | -55.5% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling