+206.4%
USB vs MTUM
+599.3%
-392.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.5% |
| 7D | +1.4% | +1.7% | -0.3% | +0.3% |
| 30D | -1.3% | -1.7% | +0.3% | -0.3% |
| 3M | +15.2% | -6.3% | +21.6% | +18.0% |
| 6M | +18.8% | +21.8% | -3.0% | 0.0% |
| YTD | +21.0% | +22.0% | -1.0% | +1.5% |
| 1Y | +34.0% | +25.3% | +8.7% | +10.0% |
| 3Y | +95.3% | +112.1% | -16.8% | +7.2% |
| 5Y | +40.4% | +76.2% | -35.9% | -12.5% |
| 10Y | +107.3% | +340.1% | -232.8% | -40.1% |
| All | +206.4% | +599.3% | -392.9% | -33.7% |
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