+169.1%
NTAP vs MTUM
+114.7%
+54.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.3% | +7.3% | +7.6% |
| 7D | +7.4% | +0.7% | +6.7% | +6.8% |
| 30D | -1.4% | -2.4% | +1.1% | +0.5% |
| 3M | +24.6% | -3.6% | +28.2% | +26.6% |
| 6M | +105.9% | +23.7% | +82.2% | +66.8% |
| YTD | +88.5% | +22.9% | +65.6% | +53.1% |
| 1Y | +62.1% | +21.8% | +40.3% | +32.8% |
| 3Y | +169.1% | +114.4% | +54.6% | +38.3% |
| All | +169.1% | +114.7% | +54.3% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling