+647.2%
NTAP vs MTUM
+609.5%
+37.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.5% |
| 7D | +2.2% | +4.1% | -1.9% | -1.2% |
| 30D | -7.0% | +0.6% | -7.7% | -7.6% |
| 3M | +12.3% | -0.6% | +12.9% | +11.2% |
| 6M | +85.1% | +25.3% | +59.8% | +48.9% |
| YTD | +74.8% | +23.8% | +51.0% | +41.8% |
| 1Y | +52.7% | +25.4% | +27.3% | +22.5% |
| 3Y | +147.7% | +117.3% | +30.4% | +23.8% |
| 5Y | +124.8% | +79.7% | +45.1% | +31.1% |
| 10Y | +589.7% | +359.6% | +230.1% | +75.7% |
| All | +647.2% | +609.5% | +37.8% | +46.4% |
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