+384.6%
NVDA vs MTUM
+114.7%
+269.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.8% |
| 7D | -5.1% | +0.7% | -5.8% | -6.2% |
| 30D | -2.5% | -2.4% | 0.0% | +0.8% |
| 3M | +6.7% | -3.6% | +10.3% | +9.2% |
| 6M | +17.6% | +23.7% | -6.1% | -22.3% |
| YTD | +17.3% | +22.9% | -5.6% | -22.2% |
| 1Y | +23.5% | +21.8% | +1.7% | -16.5% |
| 3Y | +384.6% | +114.4% | +270.2% | +17.8% |
| All | +384.6% | +114.7% | +269.9% | +17.8% |
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