+83.6%
USB vs MTUM
+315.0%
-231.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -2.4% |
| 7D | -0.5% | +1.5% | -2.1% | -1.8% |
| 30D | +5.7% | -12.1% | +17.8% | +13.7% |
| 3M | -4.7% | -10.0% | +5.3% | +0.6% |
| 6M | +13.4% | -9.4% | +22.8% | +16.5% |
| YTD | +17.0% | +11.1% | +5.9% | +3.4% |
| 1Y | +32.4% | +10.8% | +21.6% | +17.1% |
| 3Y | +101.7% | +92.9% | +8.7% | +17.4% |
| 5Y | +24.4% | +55.2% | -30.8% | -15.9% |
| 10Y | +83.6% | +315.6% | -232.0% | -37.5% |
| All | +83.6% | +315.0% | -231.4% | -37.5% |
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