+32.6%
NET vs MTUM
+49.1%
-16.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | +0.2% |
| 7D | -16.4% | -10.1% | -6.3% | -2.3% |
| 30D | -25.8% | -15.6% | -10.3% | -5.2% |
| 3M | -11.5% | -12.7% | +1.2% | +7.5% |
| 6M | +18.9% | -3.7% | +22.6% | +14.3% |
| YTD | +35.2% | +9.4% | +25.8% | +2.5% |
| 1Y | +14.5% | +10.2% | +4.2% | -14.2% |
| 3Y | +313.8% | +94.3% | +219.5% | -3.4% |
| 5Y | +32.6% | +49.6% | -17.1% | -42.2% |
| All | +32.6% | +49.1% | -16.6% | -42.2% |
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 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