+116.8%
MTUM vs PLUG
-72.4%
+189.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.9% | +1.0% |
| 7D | +4.1% | +8.1% | -4.0% | +3.7% |
| 30D | -0.2% | +3.7% | -3.9% | -0.4% |
| 3M | -1.9% | -29.2% | +27.2% | -0.6% |
| 6M | +28.1% | +6.1% | +22.0% | +27.5% |
| YTD | +23.6% | +14.7% | +8.8% | +22.3% |
| 1Y | +26.1% | +56.9% | -30.8% | +22.6% |
| 3Y | +116.8% | -71.6% | +188.5% | +115.0% |
| All | +116.8% | -72.4% | +189.3% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling