+625.8%
NTAP vs MTUM
+357.8%
+268.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.3% | +7.3% | +7.5% |
| 7D | +7.4% | +0.7% | +6.7% | +6.8% |
| 30D | -1.4% | -2.4% | +1.1% | +0.7% |
| 3M | +24.6% | -3.6% | +28.2% | +26.9% |
| 6M | +105.9% | +23.7% | +82.2% | +66.9% |
| YTD | +88.5% | +22.9% | +65.6% | +53.2% |
| 1Y | +62.1% | +21.8% | +40.3% | +32.9% |
| 3Y | +169.1% | +114.4% | +54.6% | +33.7% |
| 5Y | +141.9% | +79.6% | +62.3% | +39.3% |
| All | +625.8% | +357.8% | +268.0% | +46.6% |
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 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