+25.0%
PLD vs MTUM
+20.6%
+4.4%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -2.8% | +1.2% | -4.1% | -2.9% |
| 30D | -3.6% | -1.7% | -2.0% | -3.5% |
| 3M | -7.1% | -0.5% | -6.7% | -8.2% |
| 6M | +0.2% | +22.3% | -22.1% | -7.1% |
| YTD | +6.9% | +21.4% | -14.4% | -1.1% |
| 1Y | +25.0% | +20.0% | +5.0% | +18.0% |
| All | +25.0% | +20.6% | +4.4% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling