+14.5%
NET vs MTUM
+9.7%
+4.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.3% |
| 7D | -16.4% | -10.1% | -6.3% | -10.6% |
| 30D | -25.8% | -15.6% | -10.3% | -18.0% |
| 3M | -11.5% | -12.7% | +1.2% | -3.8% |
| 6M | +18.9% | -3.7% | +22.6% | +15.9% |
| YTD | +35.2% | +9.4% | +25.8% | +14.6% |
| 1Y | +14.5% | +10.2% | +4.2% | -4.2% |
| All | +14.5% | +9.7% | +4.8% | -4.2% |
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