-24.0%
NKE vs MTUM
+357.8%
-381.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.3% |
| 7D | -4.2% | +0.7% | -4.9% | -4.6% |
| 30D | -8.2% | -2.4% | -5.8% | -7.0% |
| 3M | -19.1% | -3.6% | -15.4% | -19.0% |
| 6M | -32.6% | +23.7% | -56.3% | -44.5% |
| YTD | -40.7% | +22.9% | -63.6% | -51.2% |
| 1Y | -48.9% | +21.8% | -70.6% | -57.8% |
| 3Y | -59.2% | +114.4% | -173.7% | -79.2% |
| 5Y | -75.3% | +79.6% | -154.9% | -85.5% |
| All | -24.0% | +357.8% | -381.8% | -78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling