+262.2%
UMC vs MTUM
+114.7%
+147.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.1% |
| 7D | +9.0% | +0.7% | +8.3% | +8.3% |
| 30D | +17.2% | -2.4% | +19.7% | +20.1% |
| 3M | +11.4% | -3.6% | +15.0% | +17.7% |
| 6M | +137.5% | +23.7% | +113.8% | +108.2% |
| YTD | +193.1% | +22.9% | +170.2% | +157.0% |
| 1Y | +240.3% | +21.8% | +218.5% | +200.4% |
| 3Y | +262.2% | +114.4% | +147.7% | +86.2% |
| All | +262.2% | +114.7% | +147.5% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling