-10.0%
PLTR vs MTUM
+9.7%
-19.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.0% |
| 7D | -12.8% | -10.1% | -2.7% | -7.5% |
| 30D | -9.3% | -15.6% | +6.2% | -0.9% |
| 3M | +5.6% | -12.7% | +18.3% | +13.4% |
| 6M | +17.6% | -3.7% | +21.3% | +8.7% |
| YTD | -3.4% | +9.4% | -12.9% | -25.0% |
| 1Y | -10.0% | +10.2% | -20.2% | -31.5% |
| All | -10.0% | +9.7% | -19.7% | -31.5% |
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 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