+349.5%
MTUM vs UL
+66.7%
+282.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +0.7% | -3.4% | +4.1% | +1.7% |
| 30D | -2.4% | +0.5% | -2.9% | -2.7% |
| 3M | -3.6% | +7.2% | -10.9% | -6.3% |
| 6M | +23.7% | -3.1% | +26.7% | +23.8% |
| YTD | +22.9% | -2.7% | +25.6% | +22.6% |
| 1Y | +21.8% | -10.2% | +32.0% | +24.5% |
| 3Y | +114.4% | +20.3% | +94.2% | +93.6% |
| 5Y | +79.6% | +19.9% | +59.6% | +59.6% |
| All | +349.5% | +66.7% | +282.8% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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