+30.6%
UPS vs MTUM
+9.7%
+21.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.0% |
| 7D | +8.2% | -10.1% | +18.3% | +10.2% |
| 30D | +22.7% | -15.6% | +38.3% | +26.6% |
| 3M | +6.4% | -12.7% | +19.2% | +8.9% |
| 6M | +22.6% | -3.7% | +26.3% | +20.3% |
| YTD | +20.7% | +9.4% | +11.3% | +14.1% |
| 1Y | +30.6% | +10.2% | +20.4% | +23.6% |
| All | +30.6% | +9.7% | +21.0% | +23.6% |
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