+422.3%
NI vs MTUM
+595.4%
-173.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.2% |
| 7D | -0.6% | +1.2% | -1.8% | -1.1% |
| 30D | -1.4% | -1.7% | +0.3% | -0.8% |
| 3M | -10.6% | -0.5% | -10.1% | -11.3% |
| 6M | -9.9% | +22.3% | -32.2% | -19.4% |
| YTD | +1.2% | +21.4% | -20.2% | -9.4% |
| 1Y | +4.4% | +20.0% | -15.6% | -6.1% |
| 3Y | +68.6% | +113.0% | -44.3% | +11.5% |
| 5Y | +98.0% | +77.3% | +20.7% | +41.6% |
| 10Y | +143.6% | +350.5% | -206.8% | -9.2% |
| All | +422.3% | +595.4% | -173.1% | +43.0% |
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