+75,098.7%
NVDA vs MTUM
+595.4%
+74,503.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | +0.6% |
| 7D | -4.3% | +1.2% | -5.6% | -6.1% |
| 30D | +0.5% | -1.7% | +2.2% | +2.9% |
| 3M | +9.1% | -0.5% | +9.5% | +6.4% |
| 6M | +18.5% | +22.3% | -3.9% | -17.1% |
| YTD | +17.4% | +21.4% | -4.0% | -17.1% |
| 1Y | +23.4% | +20.0% | +3.4% | -11.1% |
| 3Y | +380.6% | +113.0% | +267.6% | +56.1% |
| 5Y | +875.7% | +77.3% | +798.4% | +342.3% |
| 10Y | +14,854.2% | +350.5% | +14,503.7% | +2,184.6% |
| All | +75,098.7% | +595.4% | +74,503.3% | +8,302.7% |
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