+536.8%
MTUM vs PLUG
+750.0%
-213.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +3.8% |
| 7D | +1.5% | -6.8% | +8.4% | +2.0% |
| 30D | -12.1% | -16.0% | +4.0% | -11.2% |
| 3M | -10.0% | -38.7% | +28.8% | -7.4% |
| 6M | -9.4% | -61.4% | +52.0% | -4.4% |
| YTD | +11.1% | -31.0% | +42.1% | +12.4% |
| 1Y | +10.8% | -46.2% | +57.0% | +13.5% |
| 3Y | +92.9% | -61.5% | +154.4% | +88.8% |
| 5Y | +55.2% | -96.9% | +152.1% | +70.4% |
| 10Y | +315.6% | -7.5% | +323.1% | +279.0% |
| All | +536.8% | +750.0% | -213.2% | +465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling