+349.5%
MTUM vs APD
+166.7%
+182.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.6% |
| 7D | +0.7% | -3.3% | +4.0% | +2.0% |
| 30D | -2.4% | -4.2% | +1.7% | -0.9% |
| 3M | -3.6% | +5.4% | -9.1% | -6.3% |
| 6M | +23.7% | +6.3% | +17.4% | +19.5% |
| YTD | +22.9% | +20.3% | +2.6% | +12.2% |
| 1Y | +21.8% | +1.6% | +20.2% | +18.8% |
| 3Y | +114.4% | +4.0% | +110.4% | +101.2% |
| 5Y | +79.6% | +23.3% | +56.2% | +50.3% |
| All | +349.5% | +166.7% | +182.8% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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