+436.7%
UNP vs MTUM
+609.5%
-172.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -1.7% | +4.1% | -5.8% | -4.1% |
| 30D | -2.1% | +0.6% | -2.8% | -2.6% |
| 3M | +5.4% | -0.6% | +6.1% | +4.2% |
| 6M | +13.4% | +25.3% | -12.0% | -4.6% |
| YTD | +25.0% | +23.8% | +1.1% | +5.6% |
| 1Y | +34.6% | +25.4% | +9.2% | +12.3% |
| 3Y | +43.6% | +117.3% | -73.6% | -20.7% |
| 5Y | +51.7% | +79.7% | -27.9% | -5.3% |
| 10Y | +282.5% | +359.6% | -77.1% | +4.1% |
| All | +436.7% | +609.5% | -172.7% | +3.9% |
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