+0.8%
NOW vs MTUM
+80.5%
-79.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.5% |
| 7D | -4.1% | +4.1% | -8.2% | -7.1% |
| 30D | +2.9% | +0.6% | +2.2% | +1.8% |
| 3M | +22.6% | -0.6% | +23.2% | +17.1% |
| 6M | +7.5% | +25.3% | -17.8% | -21.7% |
| YTD | -14.4% | +23.8% | -38.2% | -37.7% |
| 1Y | -29.8% | +25.4% | -55.2% | -49.9% |
| 3Y | +9.2% | +117.3% | -108.0% | -62.5% |
| 5Y | +0.8% | +79.7% | -78.8% | -53.3% |
| All | +0.8% | +80.5% | -79.7% | -53.3% |
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