+240.1%
PLD vs MTUM
+352.0%
-111.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.3% |
| 7D | -2.8% | +1.2% | -4.1% | -3.6% |
| 30D | -3.6% | -1.7% | -2.0% | -2.8% |
| 3M | -7.1% | -0.5% | -6.7% | -8.8% |
| 6M | +0.2% | +22.3% | -22.1% | -15.5% |
| YTD | +6.9% | +21.4% | -14.4% | -9.8% |
| 1Y | +25.0% | +20.0% | +5.0% | +5.9% |
| 3Y | +20.8% | +113.0% | -92.2% | -34.9% |
| 5Y | +16.2% | +77.3% | -61.1% | -28.9% |
| All | +240.1% | +352.0% | -111.9% | -8.5% |
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