-29.4%
NOW vs MTUM
+21.2%
-50.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +1.5% |
| 7D | -6.2% | +0.7% | -6.9% | -5.9% |
| 30D | +6.1% | -2.4% | +8.5% | +5.3% |
| 3M | +28.6% | -3.6% | +32.2% | +27.1% |
| 6M | +14.6% | +23.7% | -9.0% | +14.3% |
| YTD | -13.5% | +22.9% | -36.4% | -14.2% |
| 1Y | -29.4% | +21.8% | -51.1% | -29.7% |
| All | -29.4% | +21.2% | -50.6% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling