+311.3%
MTUM vs PLUG
-25.0%
+336.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.5% | +8.5% | -1.1% |
| 7D | +6.6% | -23.4% | +30.1% | +8.9% |
| 30D | -10.8% | -23.4% | +12.6% | -8.9% |
| 3M | -13.8% | -51.7% | +38.0% | -8.6% |
| 6M | -10.7% | -72.0% | +61.3% | -1.5% |
| YTD | +9.1% | -43.7% | +52.7% | +12.6% |
| 1Y | +11.4% | -55.4% | +66.8% | +16.8% |
| 3Y | +88.8% | -68.0% | +156.8% | +85.2% |
| 5Y | +51.7% | -97.4% | +149.1% | +79.4% |
| All | +311.3% | -25.0% | +336.3% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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