+1,842.6%
UMC vs MTUM
+357.8%
+1,484.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.3% |
| 7D | +9.0% | +0.7% | +8.3% | +8.4% |
| 30D | +17.2% | -2.4% | +19.7% | +19.7% |
| 3M | +11.4% | -3.6% | +15.0% | +16.9% |
| 6M | +137.5% | +23.7% | +113.8% | +107.2% |
| YTD | +193.1% | +22.9% | +170.2% | +155.8% |
| 1Y | +240.3% | +21.8% | +218.5% | +199.1% |
| 3Y | +262.2% | +114.4% | +147.7% | +103.9% |
| 5Y | +143.1% | +79.6% | +63.6% | +55.5% |
| All | +1,842.6% | +357.8% | +1,484.8% | +606.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling