+48.0%
MTUM vs PLTD
-77.3%
+125.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.1% | +1.7% |
| 7D | +4.1% | +4.5% | -0.4% | +5.0% |
| 30D | -0.2% | -0.7% | +0.5% | -0.2% |
| 3M | -1.9% | -31.0% | +29.1% | -6.5% |
| 6M | +28.1% | -24.8% | +52.9% | +25.3% |
| YTD | +23.6% | -18.6% | +42.1% | +24.1% |
| 1Y | +26.1% | -31.8% | +57.9% | +22.7% |
| All | +48.0% | -77.3% | +125.3% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling