+1,449.6%
NET vs MTUM
+172.3%
+1,277.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -4.2% |
| 7D | -7.0% | +1.7% | -8.7% | -8.9% |
| 30D | -4.8% | -1.7% | -3.1% | -2.8% |
| 3M | +3.8% | -6.3% | +10.2% | +9.1% |
| 6M | +50.0% | +21.8% | +28.2% | +7.0% |
| YTD | +41.5% | +22.0% | +19.4% | +0.9% |
| 1Y | +32.8% | +25.3% | +7.5% | -8.3% |
| 3Y | +335.9% | +112.1% | +223.7% | +46.7% |
| 5Y | +113.8% | +76.2% | +37.6% | -1.6% |
| All | +1,449.6% | +172.3% | +1,277.3% | +407.8% |
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 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