+401.7%
PLD vs MTUM
+599.3%
-197.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.9% |
| 7D | -2.4% | +1.7% | -4.1% | -3.5% |
| 30D | -2.4% | -1.7% | -0.8% | -1.5% |
| 3M | -3.8% | -6.3% | +2.6% | -1.8% |
| 6M | 0.0% | +21.8% | -21.8% | -15.8% |
| YTD | +9.2% | +22.0% | -12.8% | -8.6% |
| 1Y | +25.9% | +25.3% | +0.6% | +2.8% |
| 3Y | +21.3% | +112.1% | -90.8% | -35.2% |
| 5Y | +14.1% | +76.2% | -62.1% | -30.4% |
| 10Y | +237.9% | +340.1% | -102.3% | -5.9% |
| All | +401.7% | +599.3% | -197.6% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling