+349.5%
MTUM vs APTV
-16.1%
+365.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.7% | -5.0% | +5.7% | +2.0% |
| 30D | -2.4% | -6.1% | +3.6% | -1.0% |
| 3M | -3.6% | -33.0% | +29.3% | +5.9% |
| 6M | +23.7% | -35.2% | +58.9% | +36.1% |
| YTD | +22.9% | -40.1% | +63.1% | +37.5% |
| 1Y | +21.8% | -45.6% | +67.4% | +39.4% |
| 3Y | +114.4% | -54.4% | +168.8% | +148.7% |
| 5Y | +79.6% | -68.9% | +148.5% | +124.0% |
| All | +349.5% | -16.1% | +365.6% | +344.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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