+3,148.7%
NFLX vs MTUM
+609.5%
+2,539.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -8.1% | +4.1% | -12.2% | -11.5% |
| 30D | -0.3% | +0.6% | -1.0% | -1.5% |
| 3M | -6.6% | -0.6% | -6.0% | -9.9% |
| 6M | -22.7% | +25.3% | -48.0% | -42.4% |
| YTD | -18.9% | +23.8% | -42.7% | -39.3% |
| 1Y | -39.8% | +25.4% | -65.2% | -55.8% |
| 3Y | +71.7% | +117.3% | -45.6% | -31.5% |
| 5Y | +27.2% | +79.7% | -52.4% | -36.6% |
| 10Y | +687.9% | +359.6% | +328.3% | +23.2% |
| All | +3,148.7% | +609.5% | +2,539.3% | +138.3% |
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 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