+619.5%
APP vs MTUM
+116.3%
+503.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.5% |
| 7D | -4.4% | +4.1% | -8.5% | -10.1% |
| 30D | -10.0% | +0.6% | -10.7% | -11.6% |
| 3M | -41.4% | -0.6% | -40.8% | -44.5% |
| 6M | -41.0% | +25.3% | -66.4% | -66.4% |
| YTD | -54.7% | +23.8% | -78.5% | -72.7% |
| 1Y | -45.3% | +25.4% | -70.7% | -67.7% |
| All | +619.5% | +116.3% | +503.2% | +85.7% |
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 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