+75.1%
MTUM vs UMAC
+473.8%
-398.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.4% |
| 7D | +0.7% | -3.4% | +4.1% | +0.8% |
| 30D | -2.4% | -15.1% | +12.7% | -2.1% |
| 3M | -3.6% | -10.8% | +7.1% | -3.9% |
| 6M | +23.7% | +15.7% | +8.0% | +21.2% |
| YTD | +22.9% | +80.1% | -57.2% | +18.5% |
| 1Y | +21.8% | +116.7% | -95.0% | +16.3% |
| All | +75.1% | +473.8% | -398.7% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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