+112.5%
NET vs MTUM
+76.4%
+36.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -4.6% |
| 7D | -7.0% | +1.7% | -8.7% | -9.2% |
| 30D | -4.8% | -1.7% | -3.1% | -2.6% |
| 3M | +3.8% | -6.3% | +10.2% | +9.2% |
| 6M | +50.0% | +21.8% | +28.2% | -2.4% |
| YTD | +41.5% | +22.0% | +19.4% | -8.3% |
| 1Y | +32.8% | +25.3% | +7.5% | -17.5% |
| 3Y | +335.9% | +112.1% | +223.7% | -7.1% |
| All | +112.5% | +76.4% | +36.1% | -25.3% |
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