+127.8%
AAPL vs MTUM
+78.7%
+49.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +0.9% |
| 7D | +3.8% | +0.7% | +3.1% | +3.3% |
| 30D | +9.9% | -2.4% | +12.4% | +11.3% |
| 3M | +12.5% | -3.6% | +16.1% | +12.5% |
| 6M | +27.6% | +23.7% | +4.0% | +3.8% |
| YTD | +22.6% | +22.9% | -0.4% | -0.3% |
| 1Y | +45.0% | +21.8% | +23.2% | +18.6% |
| 3Y | +87.8% | +114.4% | -26.7% | -10.8% |
| All | +127.8% | +78.7% | +49.1% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling