+10.2%
MTUM vs URA
-32.2%
+42.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -10.1% | -10.5% | +0.4% | -6.3% |
| 30D | -15.6% | -18.6% | +3.1% | -9.1% |
| 3M | -12.7% | -23.0% | +10.3% | -4.7% |
| 6M | -3.7% | -40.3% | +36.6% | +13.1% |
| YTD | +9.4% | -23.5% | +32.9% | +17.5% |
| 1Y | +10.2% | -31.1% | +41.3% | +21.8% |
| All | +10.2% | -32.2% | +42.4% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling