+115.0%
UMC vs MTUM
+9.7%
+105.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | +0.4% |
| 7D | -14.7% | -10.1% | -4.6% | -2.1% |
| 30D | -32.9% | -15.6% | -17.3% | -16.5% |
| 3M | -22.2% | -12.7% | -9.4% | -6.9% |
| 6M | +25.9% | -3.7% | +29.6% | +44.4% |
| YTD | +107.9% | +9.4% | +98.5% | +119.0% |
| 1Y | +115.0% | +10.2% | +104.8% | +124.4% |
| All | +115.0% | +9.7% | +105.4% | +124.4% |
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