+1,660.3%
PLTR vs MTUM
+122.8%
+1,537.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.9% |
| 7D | -4.1% | +0.7% | -4.8% | -5.1% |
| 30D | -2.2% | -2.4% | +0.2% | +0.6% |
| 3M | +27.6% | -3.6% | +31.2% | +27.8% |
| 6M | +10.3% | +23.7% | -13.4% | -28.4% |
| YTD | -5.9% | +22.9% | -28.8% | -38.4% |
| 1Y | +1.7% | +21.8% | -20.0% | -31.6% |
| 3Y | +959.1% | +114.4% | +844.6% | +214.9% |
| 5Y | +536.3% | +79.6% | +456.8% | +155.0% |
| All | +1,660.3% | +122.8% | +1,537.5% | +478.6% |
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