+249.7%
NVO vs MTUM
+604.3%
-354.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.8% |
| 7D | -7.6% | +0.7% | -8.3% | -8.0% |
| 30D | -6.0% | -2.4% | -3.5% | -4.9% |
| 3M | -0.8% | -3.6% | +2.9% | -0.6% |
| 6M | +16.5% | +23.7% | -7.2% | -0.2% |
| YTD | -11.1% | +22.9% | -34.0% | -23.1% |
| 1Y | -16.7% | +21.8% | -38.5% | -27.6% |
| 3Y | -52.9% | +114.4% | -167.4% | -70.9% |
| 5Y | -3.0% | +79.6% | -82.5% | -34.2% |
| 10Y | +147.1% | +356.2% | -209.2% | -13.2% |
| All | +249.7% | +604.3% | -354.6% | -3.6% |
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 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