+79.1%
MTUM vs UTHR
+135.8%
-56.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | +0.7% | +1.9% | -1.2% | +0.5% |
| 30D | -2.4% | -2.9% | +0.4% | -2.2% |
| 3M | -3.6% | -8.9% | +5.2% | -2.8% |
| 6M | +23.7% | -8.7% | +32.4% | +24.6% |
| YTD | +22.9% | +2.0% | +20.9% | +22.0% |
| 1Y | +21.8% | +22.8% | -1.0% | +18.0% |
| 3Y | +114.4% | +120.6% | -6.2% | +85.5% |
| All | +79.1% | +135.8% | -56.6% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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