+22.0%
USB vs MTUM
+39.9%
-17.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.5% |
| 7D | 0.0% | -10.2% | +10.2% | +5.5% |
| 30D | +5.8% | -20.9% | +26.7% | +19.3% |
| 3M | -6.0% | -17.1% | +11.1% | +3.0% |
| 6M | +7.8% | -14.5% | +22.3% | +12.9% |
| YTD | +14.6% | +2.3% | +12.3% | +5.6% |
| 1Y | +31.8% | +4.0% | +27.8% | +19.9% |
| 3Y | +91.5% | +80.7% | +10.8% | +14.1% |
| All | +22.0% | +39.9% | -17.8% | -15.6% |
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