+5.0%
UAL vs MTUM
+26.3%
-21.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.0% |
| 7D | +0.7% | +1.7% | -1.0% | -0.7% |
| 30D | -16.1% | -1.7% | -14.5% | -15.0% |
| 3M | +6.1% | -6.3% | +12.5% | +9.3% |
| 6M | +10.8% | +21.8% | -11.0% | -20.4% |
| YTD | -0.4% | +22.0% | -22.4% | -28.9% |
| 1Y | +5.0% | +25.3% | -20.3% | -26.3% |
| All | +5.0% | +26.3% | -21.3% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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