+79.1%
MTUM vs USHY
+20.9%
+58.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.2% |
| 7D | +0.7% | -0.7% | +1.4% | +1.9% |
| 30D | -2.4% | -0.7% | -1.8% | -1.3% |
| 3M | -3.6% | +0.1% | -3.7% | -3.6% |
| 6M | +23.7% | +1.8% | +21.9% | +20.7% |
| YTD | +22.9% | +1.8% | +21.1% | +20.1% |
| 1Y | +21.8% | +3.3% | +18.5% | +16.4% |
| 3Y | +114.4% | +27.0% | +87.5% | +56.2% |
| All | +79.1% | +20.9% | +58.2% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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