+424.9%
NEM vs MTUM
+609.5%
-184.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +3.1% | +4.1% | -1.1% | +1.5% |
| 30D | +10.0% | +0.6% | +9.4% | +9.7% |
| 3M | +30.9% | -0.6% | +31.5% | +30.7% |
| 6M | +10.5% | +25.3% | -14.8% | +1.8% |
| YTD | +29.7% | +23.8% | +5.9% | +20.2% |
| 1Y | +71.1% | +25.4% | +45.7% | +58.0% |
| 3Y | +252.1% | +117.3% | +134.8% | +171.2% |
| 5Y | +157.7% | +79.7% | +78.0% | +107.7% |
| 10Y | +319.4% | +359.6% | -40.2% | +151.4% |
| All | +424.9% | +609.5% | -184.5% | +181.1% |
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 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