+207.2%
UMC vs MTUM
+26.3%
+180.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +2.4% |
| 7D | +5.0% | +1.7% | +3.2% | +2.8% |
| 30D | +7.7% | -1.7% | +9.3% | +9.8% |
| 3M | +1.7% | -6.3% | +8.0% | +11.5% |
| 6M | +113.9% | +21.8% | +92.1% | +94.2% |
| YTD | +168.9% | +22.0% | +146.9% | +141.7% |
| 1Y | +207.2% | +25.3% | +181.9% | +175.2% |
| All | +207.2% | +26.3% | +180.9% | +175.2% |
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 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