+64.3%
MTUM vs PL
+40.9%
+23.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.9% |
| 7D | +6.6% | +10.0% | -3.4% | +5.4% |
| 30D | -10.8% | -2.3% | -8.5% | -10.7% |
| 3M | -13.8% | -44.2% | +30.4% | -8.7% |
| 6M | -10.7% | -66.1% | +55.4% | -1.5% |
| YTD | +9.1% | -30.0% | +39.0% | +10.5% |
| 1Y | +11.4% | +21.0% | -9.7% | +6.2% |
| 3Y | +88.8% | +516.5% | -427.7% | +41.7% |
| 5Y | +51.7% | +32.0% | +19.7% | +24.6% |
| All | +64.3% | +40.9% | +23.4% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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