+209.5%
URI vs MTUM
+55.0%
+154.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | +9.3% | +10.8% | -1.5% | -0.4% |
| 30D | +7.6% | -11.4% | +19.0% | +19.7% |
| 3M | +1.0% | -11.7% | +12.7% | +12.6% |
| 6M | +19.8% | -8.2% | +28.1% | +26.0% |
| YTD | +41.9% | +11.3% | +30.6% | +20.3% |
| 1Y | +33.4% | +11.0% | +22.4% | +13.4% |
| 3Y | +156.0% | +93.2% | +62.8% | +14.6% |
| 5Y | +209.5% | +54.8% | +154.7% | +67.9% |
| All | +209.5% | +55.0% | +154.5% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling