+525.0%
MTUM vs URA
+46.0%
+479.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | +6.6% | -1.5% | +8.2% | +7.1% |
| 30D | -10.8% | -10.4% | -0.4% | -7.9% |
| 3M | -13.8% | -29.6% | +15.9% | -5.1% |
| 6M | -10.7% | -40.3% | +29.6% | +2.6% |
| YTD | +9.1% | -25.5% | +34.6% | +16.7% |
| 1Y | +11.4% | -26.4% | +37.8% | +19.3% |
| 3Y | +88.8% | +31.4% | +57.4% | +66.3% |
| 5Y | +51.7% | +28.6% | +23.1% | +29.7% |
| 10Y | +307.9% | +260.9% | +47.0% | +142.2% |
| All | +525.0% | +46.0% | +479.0% | +338.9% |
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