+25.3%
MTUM vs ULTA
+6.6%
+18.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.6% | +1.8% |
| 7D | +1.7% | +9.0% | -7.3% | +1.5% |
| 30D | -1.7% | +4.6% | -6.2% | -1.6% |
| 3M | -6.3% | +22.0% | -28.3% | -7.2% |
| 6M | +21.8% | -14.7% | +36.5% | +24.2% |
| YTD | +22.0% | -6.8% | +28.8% | +23.7% |
| 1Y | +25.3% | +6.5% | +18.8% | +26.7% |
| All | +25.3% | +6.6% | +18.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling