-52.8%
NRG vs MTUM
-74.7%
+21.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -77.1% | +73.8% | +6.5% |
| 7D | -17.0% | -79.0% | +62.0% | -2.0% |
| 30D | -21.9% | -80.7% | +58.8% | -1.4% |
| 3M | -32.9% | -79.8% | +46.8% | -18.5% |
| 6M | -48.4% | -78.4% | +30.0% | -43.9% |
| YTD | -48.7% | -74.9% | +26.2% | -53.8% |
| 1Y | -52.8% | -74.8% | +22.0% | -57.6% |
| All | -52.8% | -74.7% | +21.9% | -57.6% |
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