+897.1%
NXPI vs MTUM
+609.5%
+287.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.5% |
| 7D | -2.3% | +4.1% | -6.4% | -6.8% |
| 30D | -4.3% | +0.6% | -5.0% | -5.3% |
| 3M | -24.7% | -0.6% | -24.0% | -24.4% |
| 6M | +9.7% | +25.3% | -15.6% | -16.0% |
| YTD | +3.8% | +23.8% | -20.0% | -19.7% |
| 1Y | +1.6% | +25.4% | -23.8% | -22.7% |
| 3Y | +16.0% | +117.3% | -101.2% | -53.2% |
| 5Y | +16.1% | +79.7% | -63.6% | -40.6% |
| 10Y | +211.4% | +359.6% | -148.2% | -45.6% |
| All | +897.1% | +609.5% | +287.6% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling