+114.4%
MTUM vs ULTA
+31.2%
+83.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.0% |
| 7D | +0.7% | -3.1% | +3.8% | +1.1% |
| 30D | -2.4% | +2.8% | -5.2% | -2.9% |
| 3M | -3.6% | +14.8% | -18.4% | -5.8% |
| 6M | +23.7% | -16.2% | +39.9% | +26.9% |
| YTD | +22.9% | -9.6% | +32.5% | +24.3% |
| 1Y | +21.8% | +4.8% | +17.0% | +19.6% |
| 3Y | +114.4% | +30.7% | +83.8% | +93.4% |
| All | +114.4% | +31.2% | +83.2% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling