+47.2%
MTUM vs PLTU
+140.2%
-93.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +4.1% | -0.8% | +4.9% | +4.0% |
| 30D | +0.6% | -8.8% | +9.4% | +1.0% |
| 3M | -0.6% | +41.7% | -42.3% | -5.9% |
| 6M | +25.3% | -9.3% | +34.6% | +22.3% |
| YTD | +23.8% | -35.2% | +59.0% | +24.1% |
| 1Y | +25.4% | -29.5% | +54.9% | +22.5% |
| All | +47.2% | +140.2% | -93.0% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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