+31.3%
NFLX vs MTUM
+78.7%
-47.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.9% |
| 7D | -1.1% | +0.7% | -1.8% | -1.6% |
| 30D | +4.3% | -2.4% | +6.7% | +5.7% |
| 3M | -4.8% | -3.6% | -1.1% | -5.1% |
| 6M | -18.4% | +23.7% | -42.1% | -37.2% |
| YTD | -17.4% | +22.9% | -40.4% | -36.6% |
| 1Y | -35.7% | +21.8% | -57.4% | -50.4% |
| 3Y | +73.8% | +114.4% | -40.7% | -31.7% |
| All | +31.3% | +78.7% | -47.3% | -37.4% |
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