+1,858.1%
NOW vs MTUM
+599.3%
+1,258.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -4.9% |
| 7D | -2.4% | +1.7% | -4.1% | -4.1% |
| 30D | +20.5% | -1.7% | +22.2% | +21.8% |
| 3M | +18.3% | -6.3% | +24.7% | +19.6% |
| 6M | +24.1% | +21.8% | +2.2% | -11.2% |
| YTD | -7.8% | +22.0% | -29.8% | -34.9% |
| 1Y | -21.4% | +25.3% | -46.7% | -46.7% |
| 3Y | +19.5% | +112.1% | -92.6% | -59.1% |
| 5Y | +4.1% | +76.2% | -72.1% | -53.5% |
| 10Y | +826.4% | +340.1% | +486.3% | +18.4% |
| All | +1,858.1% | +599.3% | +1,258.8% | +23.4% |
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 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