+79.1%
MTUM vs UL
+18.7%
+60.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +0.7% | -3.4% | +4.1% | +1.1% |
| 30D | -2.4% | +0.5% | -2.9% | -2.5% |
| 3M | -3.6% | +7.2% | -10.9% | -4.9% |
| 6M | +23.7% | -3.1% | +26.7% | +24.2% |
| YTD | +22.9% | -2.7% | +25.6% | +23.1% |
| 1Y | +21.8% | -10.2% | +32.0% | +23.8% |
| 3Y | +114.4% | +20.3% | +94.2% | +100.6% |
| All | +79.1% | +18.7% | +60.5% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling