+79.1%
MTUM vs UEC
+198.6%
-119.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.2% | +6.5% | +2.0% |
| 7D | +0.7% | -9.4% | +10.2% | +2.0% |
| 30D | -2.4% | -8.0% | +5.6% | -1.7% |
| 3M | -3.6% | -1.7% | -2.0% | -3.9% |
| 6M | +23.7% | -26.1% | +49.8% | +26.7% |
| YTD | +22.9% | -10.5% | +33.4% | +22.0% |
| 1Y | +21.8% | -13.3% | +35.0% | +19.9% |
| 3Y | +114.4% | +116.4% | -1.9% | +78.6% |
| All | +79.1% | +198.6% | -119.4% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling