+595.4%
MTUM vs UL
+103.9%
+491.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | +1.2% | -4.1% | +5.3% | +2.6% |
| 30D | -1.7% | -1.2% | -0.5% | -1.4% |
| 3M | -0.5% | +6.0% | -6.5% | -3.1% |
| 6M | +22.3% | -5.5% | +27.8% | +23.5% |
| YTD | +21.4% | -3.3% | +24.7% | +21.2% |
| 1Y | +20.0% | -9.8% | +29.8% | +22.5% |
| 3Y | +113.0% | +20.1% | +92.8% | +91.2% |
| 5Y | +77.3% | +19.2% | +58.1% | +56.9% |
| 10Y | +350.5% | +65.4% | +285.1% | +241.4% |
| All | +595.4% | +103.9% | +491.5% | +373.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling