+36.4%
UPS vs MTUM
+357.8%
-321.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.4% |
| 7D | -2.0% | +0.7% | -2.7% | -2.4% |
| 30D | -2.0% | -2.4% | +0.5% | -0.8% |
| 3M | -6.2% | -3.6% | -2.6% | -5.3% |
| 6M | +2.8% | +23.7% | -20.9% | -10.7% |
| YTD | +5.9% | +22.9% | -17.0% | -8.0% |
| 1Y | +26.2% | +21.8% | +4.5% | +10.0% |
| 3Y | -26.0% | +114.4% | -140.5% | -56.3% |
| 5Y | -34.3% | +79.6% | -113.8% | -56.7% |
| All | +36.4% | +357.8% | -321.4% | -53.5% |
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