+257.2%
PLD vs MTUM
+307.2%
-50.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.3% |
| 7D | +1.3% | +6.6% | -5.3% | -2.6% |
| 30D | -1.4% | -10.8% | +9.4% | +5.0% |
| 3M | -8.2% | -13.8% | +5.6% | -0.4% |
| 6M | -8.0% | -10.7% | +2.7% | -4.9% |
| YTD | +3.2% | +9.1% | -5.9% | -7.9% |
| 1Y | +7.0% | +11.4% | -4.4% | -6.0% |
| 3Y | +38.3% | +88.8% | -50.5% | -20.1% |
| 5Y | +0.2% | +51.7% | -51.5% | -32.3% |
| All | +257.2% | +307.2% | -50.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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