+604.3%
MTUM vs ULTA
+543.0%
+61.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | +0.7% | -3.1% | +3.8% | +1.3% |
| 30D | -2.4% | +2.8% | -5.2% | -3.2% |
| 3M | -3.6% | +14.8% | -18.4% | -6.8% |
| 6M | +23.7% | -16.2% | +39.9% | +27.2% |
| YTD | +22.9% | -9.6% | +32.5% | +24.3% |
| 1Y | +21.8% | +4.8% | +17.0% | +18.8% |
| 3Y | +114.4% | +30.7% | +83.8% | +94.5% |
| 5Y | +79.6% | +45.9% | +33.7% | +56.9% |
| 10Y | +356.2% | +129.0% | +227.2% | +239.6% |
| All | +604.3% | +543.0% | +61.4% | +372.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling