+261.6%
UAL vs MTUM
+525.0%
-263.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | +0.2% |
| 7D | -3.0% | +6.6% | -9.7% | -9.2% |
| 30D | +10.5% | -10.8% | +21.3% | +22.5% |
| 3M | -13.5% | -13.8% | +0.3% | -0.7% |
| 6M | +14.2% | -10.7% | +24.9% | +23.5% |
| YTD | -2.2% | +9.1% | -11.3% | -14.1% |
| 1Y | +12.5% | +11.4% | +1.1% | -3.3% |
| 3Y | +186.8% | +88.8% | +98.0% | +46.7% |
| 5Y | +119.4% | +51.7% | +67.7% | +40.7% |
| 10Y | +81.4% | +307.9% | -226.5% | -62.4% |
| All | +261.6% | +525.0% | -263.4% | -57.2% |
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