+114.4%
MTUM vs UUUU
+74.5%
+39.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.0% | +6.3% | +1.8% |
| 7D | +0.7% | -10.5% | +11.2% | +1.9% |
| 30D | -2.4% | -10.5% | +8.1% | -1.4% |
| 3M | -3.6% | -14.1% | +10.5% | -2.5% |
| 6M | +23.7% | -35.5% | +59.1% | +27.6% |
| YTD | +22.9% | -10.9% | +33.8% | +22.3% |
| 1Y | +21.8% | +3.4% | +18.4% | +17.5% |
| 3Y | +114.4% | +73.1% | +41.3% | +84.1% |
| All | +114.4% | +74.5% | +39.9% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 3y: compounded portfolio wealth divided by compounded UUUU 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…
3y analysis · Full analysis span regression · 6 months rolling