+268.4%
UAL vs MTUM
+599.3%
-330.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +0.6% |
| 7D | +0.7% | +1.7% | -1.0% | -1.0% |
| 30D | -16.1% | -1.7% | -14.5% | -14.7% |
| 3M | +6.1% | -6.3% | +12.5% | +11.0% |
| 6M | +10.8% | +21.8% | -11.0% | -12.1% |
| YTD | -0.4% | +22.0% | -22.4% | -21.0% |
| 1Y | +5.0% | +25.3% | -20.3% | -18.8% |
| 3Y | +124.0% | +112.1% | +11.9% | +3.1% |
| 5Y | +141.0% | +76.2% | +64.8% | +34.5% |
| 10Y | +118.0% | +340.1% | -222.1% | -57.3% |
| All | +268.4% | +599.3% | -330.9% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling