+3.4%
NU vs MTUM
+26.3%
-22.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.8% |
| 7D | +7.5% | +1.7% | +5.8% | +6.6% |
| 30D | +6.1% | -1.7% | +7.8% | +6.9% |
| 3M | +26.8% | -6.3% | +33.2% | +28.8% |
| 6M | +2.5% | +21.8% | -19.4% | -19.8% |
| YTD | -8.2% | +22.0% | -30.2% | -27.8% |
| 1Y | +3.4% | +25.3% | -22.0% | -21.4% |
| All | +3.4% | +26.3% | -22.9% | -21.4% |
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 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