+2,550.1%
AAPL vs MTUM
+609.5%
+1,940.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -3.0% | +4.1% | -7.1% | -6.2% |
| 30D | +2.3% | +0.6% | +1.7% | +1.3% |
| 3M | +8.6% | -0.6% | +9.3% | +5.6% |
| 6M | +21.6% | +25.3% | -3.8% | -5.5% |
| YTD | +16.3% | +23.8% | -7.5% | -9.1% |
| 1Y | +35.1% | +25.4% | +9.7% | +3.8% |
| 3Y | +79.4% | +117.3% | -37.9% | -21.0% |
| 5Y | +109.8% | +79.7% | +30.2% | +11.3% |
| 10Y | +1,237.1% | +359.6% | +877.5% | +209.0% |
| All | +2,550.1% | +609.5% | +1,940.6% | +420.7% |
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