-37.4%
USO vs MTUM
+595.4%
-632.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.0% | +7.6% | +6.3% |
| 7D | +11.5% | +1.2% | +10.2% | +10.9% |
| 30D | +24.1% | -1.7% | +25.8% | +24.7% |
| 3M | +17.9% | -0.5% | +18.4% | +17.1% |
| 6M | +49.6% | +22.3% | +27.3% | +35.3% |
| YTD | +129.0% | +21.4% | +107.7% | +106.7% |
| 1Y | +112.0% | +20.0% | +92.0% | +92.0% |
| 3Y | +102.3% | +113.0% | -10.7% | +37.0% |
| 5Y | +224.5% | +77.3% | +147.3% | +137.8% |
| 10Y | +86.9% | +350.5% | -263.5% | -12.3% |
| All | -37.4% | +595.4% | -632.8% | -74.5% |
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 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