+113.0%
NVTS vs MTUM
+26.3%
+86.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +1.5% |
| 7D | +2.7% | +1.7% | +1.0% | -1.7% |
| 30D | -4.5% | -1.7% | -2.8% | +0.8% |
| 3M | -61.5% | -6.3% | -55.2% | -52.8% |
| 6M | +28.0% | +21.8% | +6.1% | -25.7% |
| YTD | +65.3% | +22.0% | +43.2% | -2.9% |
| 1Y | +113.0% | +25.3% | +87.6% | +33.4% |
| All | +113.0% | +26.3% | +86.7% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling