+124.6%
UAL vs MTUM
+116.3%
+8.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -1.1% | +4.1% | -5.3% | -5.3% |
| 30D | -13.4% | +0.6% | -14.1% | -14.2% |
| 3M | -2.3% | -0.6% | -1.6% | -4.1% |
| 6M | +13.3% | +25.3% | -12.0% | -17.8% |
| YTD | -4.2% | +23.8% | -28.0% | -29.3% |
| 1Y | +1.4% | +25.4% | -24.0% | -26.2% |
| All | +124.6% | +116.3% | +8.3% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling