+55.2%
MTUM vs PLUG
-96.6%
+151.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +3.8% |
| 7D | +1.5% | -6.8% | +8.4% | +2.1% |
| 30D | -12.1% | -16.0% | +4.0% | -11.0% |
| 3M | -10.0% | -38.7% | +28.8% | -6.8% |
| 6M | -9.4% | -61.4% | +52.0% | -3.5% |
| YTD | +11.1% | -31.0% | +42.1% | +12.9% |
| 1Y | +10.8% | -46.2% | +57.0% | +14.1% |
| 3Y | +92.9% | -61.5% | +154.4% | +87.5% |
| 5Y | +55.2% | -96.9% | +152.1% | +103.0% |
| All | +55.2% | -96.6% | +151.9% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling