+1,186.3%
URI vs MTUM
+357.8%
+828.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.3% |
| 7D | -2.1% | +0.7% | -2.8% | -2.8% |
| 30D | -12.4% | -2.4% | -10.0% | -10.2% |
| 3M | -7.3% | -3.6% | -3.6% | -5.0% |
| 6M | +27.2% | +23.7% | +3.5% | -1.7% |
| YTD | +23.0% | +22.9% | 0.0% | -5.2% |
| 1Y | +3.9% | +21.8% | -17.8% | -19.2% |
| 3Y | +121.6% | +114.4% | +7.2% | -8.7% |
| 5Y | +201.1% | +79.6% | +121.5% | +52.2% |
| All | +1,186.3% | +357.8% | +828.4% | +147.2% |
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