+79.1%
MTUM vs UUUU
+79.1%
0.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.0% | +6.3% | +1.9% |
| 7D | +0.7% | -10.5% | +11.2% | +2.1% |
| 30D | -2.4% | -10.5% | +8.1% | -1.3% |
| 3M | -3.6% | -14.1% | +10.5% | -2.3% |
| 6M | +23.7% | -35.5% | +59.1% | +28.7% |
| YTD | +22.9% | -10.9% | +33.8% | +21.5% |
| 1Y | +21.8% | +3.4% | +18.4% | +15.6% |
| 3Y | +114.4% | +73.1% | +41.3% | +79.5% |
| All | +79.1% | +79.1% | 0.0% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling