+16.4%
APA vs MTUM
+112.0%
-95.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | +0.8% | +1.2% | -0.5% | +0.4% |
| 30D | +9.6% | -1.7% | +11.3% | +10.0% |
| 3M | +18.0% | -0.5% | +18.5% | +16.6% |
| 6M | +41.9% | +22.3% | +19.5% | +25.4% |
| YTD | +86.3% | +21.4% | +65.0% | +64.2% |
| 1Y | +97.9% | +20.0% | +77.8% | +75.2% |
| All | +16.4% | +112.0% | -95.6% | -20.5% |
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 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