+21.1%
NVDL vs MTUM
+23.8%
-2.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.9% |
| 7D | -10.3% | +0.7% | -11.0% | -11.2% |
| 30D | -7.1% | -2.4% | -4.7% | -3.9% |
| 3M | +6.6% | -3.6% | +10.2% | +11.1% |
| 6M | +21.1% | +23.7% | -2.6% | -19.4% |
| All | +21.1% | +23.8% | -2.8% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling