+14,546.7%
NVDA vs MTUM
+357.8%
+14,188.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -2.0% |
| 7D | -5.1% | +0.7% | -5.8% | -6.3% |
| 30D | -2.5% | -2.4% | 0.0% | +1.0% |
| 3M | +6.7% | -3.6% | +10.3% | +9.5% |
| 6M | +17.6% | +23.7% | -6.1% | -20.9% |
| YTD | +17.3% | +22.9% | -5.6% | -20.6% |
| 1Y | +23.5% | +21.8% | +1.7% | -14.9% |
| 3Y | +384.6% | +114.4% | +270.2% | +43.6% |
| 5Y | +875.4% | +79.6% | +795.8% | +307.7% |
| All | +14,546.7% | +357.8% | +14,188.9% | +1,113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling