+106.2%
UAL vs MTUM
+357.8%
-251.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +1.9% |
| 7D | -1.4% | +0.7% | -2.1% | -2.1% |
| 30D | -12.2% | -2.4% | -9.8% | -10.2% |
| 3M | -2.5% | -3.6% | +1.2% | -0.8% |
| 6M | +21.1% | +23.7% | -2.6% | -4.8% |
| YTD | -1.8% | +22.9% | -24.7% | -22.1% |
| 1Y | +0.4% | +21.8% | -21.3% | -19.5% |
| 3Y | +130.3% | +114.4% | +15.8% | +8.4% |
| 5Y | +147.7% | +79.6% | +68.1% | +38.3% |
| All | +106.2% | +357.8% | -251.6% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling