+62.1%
NTAP vs MTUM
+21.2%
+40.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.3% | +7.3% | +7.9% |
| 7D | +7.4% | +0.7% | +6.7% | +7.0% |
| 30D | -1.4% | -2.4% | +1.1% | -0.2% |
| 3M | +24.6% | -3.6% | +28.2% | +25.8% |
| 6M | +105.9% | +23.7% | +82.2% | +79.2% |
| YTD | +88.5% | +22.9% | +65.6% | +64.3% |
| 1Y | +62.1% | +21.8% | +40.3% | +43.3% |
| All | +62.1% | +21.2% | +40.9% | +43.3% |
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