+32.9%
URI vs MTUM
+9.7%
+23.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.4% |
| 7D | -4.3% | -10.1% | +5.8% | +0.6% |
| 30D | +4.6% | -15.6% | +20.2% | +13.3% |
| 3M | -2.1% | -12.7% | +10.6% | +4.4% |
| 6M | +21.9% | -3.7% | +25.6% | +23.0% |
| YTD | +39.7% | +9.4% | +30.2% | +27.6% |
| 1Y | +32.9% | +10.2% | +22.6% | +20.7% |
| All | +32.9% | +9.7% | +23.2% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling