+467.1%
NRG vs MTUM
+604.3%
-137.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | -8.0% | -3.6% | -4.3% | -6.2% |
| 6M | -23.2% | +23.7% | -46.8% | -36.9% |
| YTD | -28.1% | +22.9% | -51.0% | -40.5% |
| 1Y | -27.3% | +21.8% | -49.0% | -39.1% |
| 3Y | +208.7% | +114.4% | +94.2% | +70.9% |
| 5Y | +197.7% | +79.6% | +118.1% | +85.4% |
| 10Y | +1,103.3% | +356.2% | +747.1% | +248.3% |
| All | +467.1% | +604.3% | -137.2% | +22.2% |
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