+599.3%
MTUM vs URA
+111.2%
+488.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +1.7% | +1.1% | +0.6% | +1.4% |
| 30D | -1.7% | +7.4% | -9.0% | -3.8% |
| 3M | -6.3% | -8.4% | +2.0% | -4.3% |
| 6M | +21.8% | -12.7% | +34.6% | +25.4% |
| YTD | +22.0% | +7.8% | +14.2% | +17.8% |
| 1Y | +25.3% | +19.5% | +5.9% | +16.4% |
| 3Y | +112.1% | +116.4% | -4.3% | +62.3% |
| 5Y | +76.2% | +134.3% | -58.1% | +26.4% |
| 10Y | +340.1% | +359.3% | -19.1% | +141.8% |
| All | +599.3% | +111.2% | +488.1% | +343.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling