+1,969.5%
URI vs MTUM
+599.3%
+1,370.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | -0.3% |
| 7D | -2.0% | +1.7% | -3.7% | -3.7% |
| 30D | -12.9% | -1.7% | -11.3% | -11.5% |
| 3M | -6.7% | -6.3% | -0.4% | -2.0% |
| 6M | +19.0% | +21.8% | -2.8% | -7.4% |
| YTD | +25.5% | +22.0% | +3.5% | -3.3% |
| 1Y | +5.5% | +25.3% | -19.8% | -21.5% |
| 3Y | +111.3% | +112.1% | -0.8% | -14.3% |
| 5Y | +198.6% | +76.2% | +122.3% | +51.1% |
| 10Y | +1,179.9% | +340.1% | +839.8% | +104.3% |
| All | +1,969.5% | +599.3% | +1,370.2% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling