+81.3%
USB vs MTUM
+307.2%
-225.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +2.1% |
| 7D | +2.6% | +6.6% | -4.0% | -1.5% |
| 30D | +8.4% | -10.8% | +19.2% | +15.5% |
| 3M | -5.5% | -13.8% | +8.2% | +2.5% |
| 6M | +17.7% | -10.7% | +28.4% | +22.0% |
| YTD | +17.6% | +9.1% | +8.5% | +5.0% |
| 1Y | +33.9% | +11.4% | +22.5% | +17.7% |
| 3Y | +103.8% | +88.8% | +15.0% | +20.2% |
| 5Y | +25.6% | +51.7% | -26.1% | -13.9% |
| All | +81.3% | +307.2% | -225.9% | -38.9% |
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 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