+1,065.2%
NRG vs MTUM
+357.8%
+707.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.5% |
| 7D | -4.7% | +0.7% | -5.4% | -5.2% |
| 30D | -6.0% | -2.4% | -3.5% | -3.9% |
| 3M | -8.0% | -3.6% | -4.3% | -6.2% |
| 6M | -23.2% | +23.7% | -46.8% | -37.2% |
| YTD | -28.1% | +22.9% | -51.0% | -40.8% |
| 1Y | -27.3% | +21.8% | -49.0% | -39.4% |
| 3Y | +208.7% | +114.4% | +94.2% | +69.2% |
| 5Y | +197.7% | +79.6% | +118.1% | +83.7% |
| All | +1,065.2% | +357.8% | +707.3% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling