+97.7%
UPS vs MTUM
+595.4%
-497.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.9% |
| 7D | -3.4% | +1.2% | -4.7% | -4.2% |
| 30D | -2.7% | -1.7% | -1.1% | -2.0% |
| 3M | -1.6% | -0.5% | -1.2% | -2.5% |
| 6M | +2.3% | +22.3% | -20.0% | -10.8% |
| YTD | +5.6% | +21.4% | -15.8% | -7.9% |
| 1Y | +27.1% | +20.0% | +7.0% | +11.4% |
| 3Y | -26.3% | +113.0% | -139.3% | -56.5% |
| 5Y | -34.5% | +77.3% | -111.8% | -56.7% |
| 10Y | +37.1% | +350.5% | -313.4% | -53.2% |
| All | +97.7% | +595.4% | -497.7% | -48.9% |
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