+41.5%
NU vs MTUM
+76.7%
-35.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -3.9% | -4.1% |
| 7D | -4.9% | +0.7% | -5.6% | -5.7% |
| 30D | +7.8% | -2.4% | +10.3% | +10.4% |
| 3M | +20.9% | -3.6% | +24.6% | +22.0% |
| 6M | +0.9% | +23.7% | -22.8% | -28.1% |
| YTD | -12.7% | +22.9% | -35.6% | -37.3% |
| 1Y | -6.4% | +21.8% | -28.2% | -32.1% |
| 3Y | +98.1% | +114.4% | -16.3% | -39.5% |
| All | +41.5% | +76.7% | -35.2% | -33.9% |
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