+391.7%
APP vs MTUM
+85.5%
+306.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | -0.5% |
| 7D | +0.9% | +1.7% | -0.8% | -1.8% |
| 30D | -23.3% | -1.7% | -21.6% | -21.6% |
| 3M | -42.6% | -6.3% | -36.3% | -40.1% |
| 6M | -33.6% | +21.8% | -55.4% | -58.0% |
| YTD | -52.4% | +22.0% | -74.5% | -69.1% |
| 1Y | -35.9% | +25.3% | -61.2% | -59.9% |
| 3Y | +642.2% | +112.1% | +530.1% | +118.5% |
| 5Y | +311.1% | +76.2% | +234.9% | +61.9% |
| All | +391.7% | +85.5% | +306.1% | +73.1% |
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