+114.4%
MTUM vs UEC
+122.3%
-7.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.2% | +6.5% | +2.0% |
| 7D | +0.7% | -9.4% | +10.2% | +2.1% |
| 30D | -2.4% | -8.0% | +5.6% | -1.6% |
| 3M | -3.6% | -1.7% | -2.0% | -4.0% |
| 6M | +23.7% | -26.1% | +49.8% | +26.5% |
| YTD | +22.9% | -10.5% | +33.4% | +22.2% |
| 1Y | +21.8% | -13.3% | +35.0% | +20.0% |
| 3Y | +114.4% | +116.4% | -1.9% | +81.4% |
| All | +114.4% | +122.3% | -7.9% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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