+392.9%
NOK vs MTUM
+604.3%
-211.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 3M | -21.0% | -3.6% | -17.4% | -17.7% |
| 6M | +40.9% | +23.7% | +17.2% | +23.6% |
| YTD | +72.0% | +22.9% | +49.1% | +51.3% |
| 1Y | +140.9% | +21.8% | +119.1% | +113.2% |
| 3Y | +194.3% | +114.4% | +79.8% | +65.5% |
| 5Y | +112.5% | +79.6% | +33.0% | +36.3% |
| 10Y | +137.7% | +356.2% | -218.5% | -38.5% |
| All | +392.9% | +604.3% | -211.4% | -17.7% |
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