+382.3%
APP vs MTUM
+84.5%
+297.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +6.1% |
| 7D | +0.3% | +1.2% | -1.0% | -1.8% |
| 30D | -1.3% | -1.7% | +0.4% | +0.3% |
| 3M | -36.2% | -0.5% | -35.7% | -39.7% |
| 6M | -34.1% | +22.3% | -56.5% | -58.7% |
| YTD | -53.3% | +21.4% | -74.7% | -69.5% |
| 1Y | -44.5% | +20.0% | -64.6% | -62.7% |
| 3Y | +646.7% | +113.0% | +533.7% | +117.9% |
| 5Y | +306.4% | +77.3% | +229.1% | +59.8% |
| All | +382.3% | +84.5% | +297.8% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling