-23.2%
NRG vs MTUM
+23.8%
-47.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.8% |
| 7D | -4.7% | +0.7% | -5.4% | -5.1% |
| 30D | -6.0% | -2.4% | -3.5% | -4.4% |
| 3M | -8.0% | -3.6% | -4.3% | -7.7% |
| 6M | -23.2% | +23.7% | -46.8% | -41.8% |
| All | -23.2% | +23.8% | -47.0% | -41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling