+45.3%
MTUM vs PLTD
-76.7%
+122.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.2% | -1.6% |
| 7D | +1.2% | +9.9% | -8.7% | +2.9% |
| 30D | -1.7% | +3.8% | -5.5% | -0.9% |
| 3M | -0.5% | -32.3% | +31.8% | -5.6% |
| 6M | +22.3% | -25.9% | +48.2% | +19.1% |
| YTD | +21.4% | -16.4% | +37.8% | +22.4% |
| 1Y | +20.0% | -25.2% | +45.2% | +19.2% |
| All | +45.3% | -76.7% | +122.0% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling