+223.9%
NXPI vs MTUM
+357.8%
-133.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +3.0% |
| 7D | +3.9% | +0.7% | +3.1% | +2.9% |
| 30D | +1.4% | -2.4% | +3.8% | +4.0% |
| 3M | -21.5% | -3.6% | -17.9% | -18.5% |
| 6M | +19.4% | +23.7% | -4.3% | -6.6% |
| YTD | +9.9% | +22.9% | -13.0% | -13.7% |
| 1Y | +7.9% | +21.8% | -13.9% | -14.4% |
| 3Y | +22.7% | +114.4% | -91.8% | -48.5% |
| 5Y | +22.1% | +79.6% | -57.5% | -36.4% |
| All | +223.9% | +357.8% | -133.9% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling