-39.3%
NFLX vs MTUM
+9.7%
-48.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.6% | +4.2% |
| 7D | +7.1% | -10.1% | +17.2% | +4.5% |
| 30D | -1.6% | -15.6% | +13.9% | -5.1% |
| 3M | -9.8% | -12.7% | +3.0% | -12.2% |
| 6M | -27.1% | -3.7% | -23.3% | -30.0% |
| YTD | -29.2% | +9.4% | -38.6% | -33.7% |
| 1Y | -39.3% | +10.2% | -49.5% | -43.7% |
| All | -39.3% | +9.7% | -48.9% | -43.7% |
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