+87.8%
AAPL vs MTUM
+114.7%
-27.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.2% |
| 7D | +3.8% | +0.7% | +3.1% | +3.5% |
| 30D | +9.9% | -2.4% | +12.4% | +10.9% |
| 3M | +12.5% | -3.6% | +16.1% | +12.4% |
| 6M | +27.6% | +23.7% | +4.0% | +8.4% |
| YTD | +22.6% | +22.9% | -0.4% | +4.1% |
| 1Y | +45.0% | +21.8% | +23.2% | +23.7% |
| 3Y | +87.8% | +114.4% | -26.7% | +4.3% |
| All | +87.8% | +114.7% | -27.0% | +4.3% |
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