+25.3%
MTUM vs PLTD
-33.9%
+59.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +2.3% |
| 7D | +1.7% | +5.9% | -4.2% | +2.4% |
| 30D | -1.7% | -11.6% | +10.0% | -2.8% |
| 3M | -6.3% | -29.9% | +23.6% | -8.3% |
| 6M | +21.8% | -28.5% | +50.4% | +20.4% |
| YTD | +22.0% | -20.4% | +42.4% | +24.3% |
| 1Y | +25.3% | -33.3% | +58.6% | +25.3% |
| All | +25.3% | -33.9% | +59.3% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 1y: compounded portfolio wealth divided by compounded PLTD 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…
1y analysis · Full analysis span regression · 6 months rolling