+887.9%
APP vs MTUM
+89.8%
+798.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +6.3% |
| 7D | +4.6% | +6.6% | -2.0% | -3.5% |
| 30D | +56.0% | -10.8% | +66.8% | +77.1% |
| 3M | +30.8% | -13.8% | +44.6% | +54.4% |
| 6M | -9.8% | -10.7% | +0.9% | -7.3% |
| YTD | -39.3% | +9.1% | -48.4% | -58.1% |
| 1Y | -26.4% | +11.4% | -37.8% | -51.2% |
| 3Y | +887.9% | +88.8% | +799.1% | +204.5% |
| All | +887.9% | +89.8% | +798.1% | +204.5% |
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