+82.0%
USO vs MTUM
+357.8%
-275.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.6% |
| 7D | +9.1% | +0.7% | +8.4% | +8.8% |
| 30D | +21.7% | -2.4% | +24.1% | +22.5% |
| 3M | +20.2% | -3.6% | +23.9% | +21.0% |
| 6M | +43.4% | +23.7% | +19.7% | +29.5% |
| YTD | +124.0% | +22.9% | +101.1% | +101.9% |
| 1Y | +112.2% | +21.8% | +90.4% | +91.8% |
| 3Y | +97.7% | +114.4% | -16.8% | +33.7% |
| 5Y | +217.4% | +79.6% | +137.9% | +132.1% |
| All | +82.0% | +357.8% | -275.8% | -0.2% |
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