+34.4%
URI vs MTUM
+9.1%
+25.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.2% |
| 7D | +6.7% | +6.6% | +0.1% | +3.2% |
| 30D | +8.9% | -10.8% | +19.7% | +14.7% |
| 3M | +0.5% | -13.8% | +14.3% | +7.8% |
| 6M | +20.7% | -10.7% | +31.3% | +26.6% |
| YTD | +40.0% | +9.1% | +31.0% | +27.5% |
| 1Y | +34.4% | +11.4% | +23.0% | +20.1% |
| All | +34.4% | +9.1% | +25.3% | +20.1% |
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