+20.6%
NXPI vs MTUM
+78.7%
-58.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | -21.5% | -3.6% | -17.9% | -18.4% |
| 6M | +19.4% | +23.7% | -4.3% | -8.1% |
| YTD | +9.9% | +22.9% | -13.0% | -15.1% |
| 1Y | +7.9% | +21.8% | -13.9% | -15.7% |
| 3Y | +22.7% | +114.4% | -91.8% | -53.0% |
| All | +20.6% | +78.7% | -58.1% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling