+72.4%
UBER vs MTUM
+196.3%
-123.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.4% |
| 7D | -5.4% | +0.7% | -6.1% | -6.1% |
| 30D | -4.9% | -2.4% | -2.5% | -3.3% |
| 3M | +3.0% | -3.6% | +6.7% | +2.9% |
| 6M | -4.4% | +23.7% | -28.1% | -26.9% |
| YTD | -12.3% | +22.9% | -35.2% | -32.9% |
| 1Y | -24.3% | +21.8% | -46.1% | -41.6% |
| 3Y | +46.4% | +114.4% | -68.0% | -39.0% |
| 5Y | +79.7% | +79.6% | +0.1% | -8.4% |
| All | +72.4% | +196.3% | -123.9% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 10y: compounded portfolio wealth divided by compounded MTUM 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…
10y analysis · Full analysis span regression · 6 months rolling