+43.4%
NVTS vs MTUM
+114.7%
-71.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +1.7% |
| 7D | -1.4% | +0.7% | -2.2% | -2.8% |
| 30D | -16.5% | -2.4% | -14.1% | -11.4% |
| 3M | -47.6% | -3.6% | -44.0% | -41.7% |
| 6M | +7.3% | +23.7% | -16.4% | -21.5% |
| YTD | +62.9% | +22.9% | +40.0% | +24.3% |
| 1Y | +91.3% | +21.8% | +69.5% | +52.3% |
| 3Y | +43.4% | +114.4% | -71.0% | -54.7% |
| All | +43.4% | +114.7% | -71.3% | -54.7% |
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 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