+31.9%
NXPI vs MTUM
+9.7%
+22.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +2.6% |
| 7D | +5.3% | -10.1% | +15.4% | +15.7% |
| 30D | +9.5% | -15.6% | +25.1% | +27.7% |
| 3M | +12.0% | -12.7% | +24.8% | +26.4% |
| 6M | -8.1% | -3.7% | -4.4% | -3.8% |
| YTD | +23.7% | +9.4% | +14.2% | +16.4% |
| 1Y | +31.9% | +10.2% | +21.7% | +23.6% |
| All | +31.9% | +9.7% | +22.2% | +23.6% |
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 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