+16.3%
PLD vs MTUM
+80.5%
-64.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.7% | +4.1% | -4.8% | -2.6% |
| 30D | -2.2% | +0.6% | -2.9% | -2.7% |
| 3M | -7.4% | -0.6% | -6.7% | -8.6% |
| 6M | +1.9% | +25.3% | -23.4% | -13.0% |
| YTD | +7.9% | +23.8% | -15.9% | -7.6% |
| 1Y | +25.1% | +25.4% | -0.3% | +6.0% |
| 3Y | +21.9% | +117.3% | -95.4% | -31.0% |
| 5Y | +16.3% | +79.7% | -63.4% | -29.0% |
| All | +16.3% | +80.5% | -64.2% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling