+130.5%
URI vs MTUM
+116.3%
+14.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +5.0% | +4.1% | +0.9% | +1.6% |
| 30D | -9.4% | +0.6% | -10.0% | -9.9% |
| 3M | -5.8% | -0.6% | -5.2% | -6.4% |
| 6M | +25.8% | +25.3% | +0.5% | -0.6% |
| YTD | +27.9% | +23.8% | +4.1% | +1.3% |
| 1Y | +9.7% | +25.4% | -15.7% | -14.4% |
| All | +130.5% | +116.3% | +14.2% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling