+115.1%
NOK vs MTUM
+78.7%
+36.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +3.8% |
| 7D | +11.0% | +0.7% | +10.3% | +10.4% |
| 30D | +7.8% | -2.4% | +10.3% | +10.2% |
| 3M | -21.0% | -3.6% | -17.4% | -17.7% |
| 6M | +40.9% | +23.7% | +17.2% | +25.1% |
| YTD | +72.0% | +22.9% | +49.1% | +53.1% |
| 1Y | +140.9% | +21.8% | +119.1% | +115.7% |
| 3Y | +194.3% | +114.4% | +79.8% | +65.5% |
| All | +115.1% | +78.7% | +36.5% | +36.4% |
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