+609.5%
MTUM vs UEC
+634.2%
-24.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +0.6% | +1.9% | -1.3% | +0.2% |
| 3M | -0.6% | +8.9% | -9.6% | -2.0% |
| 6M | +25.3% | -14.5% | +39.8% | +25.9% |
| YTD | +23.8% | -0.7% | +24.5% | +21.9% |
| 1Y | +25.4% | -4.1% | +29.4% | +22.8% |
| 3Y | +117.3% | +148.9% | -31.7% | +87.5% |
| 5Y | +79.7% | +300.0% | -220.3% | +41.4% |
| 10Y | +359.6% | +994.3% | -634.7% | +202.5% |
| All | +609.5% | +634.2% | -24.7% | +358.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling