+1,692.6%
PLTR vs MTUM
+124.0%
+1,568.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -4.0% |
| 7D | -5.3% | +4.1% | -9.5% | -10.6% |
| 30D | -1.0% | -0.2% | -0.8% | -1.4% |
| 3M | +24.8% | -1.9% | +26.7% | +21.4% |
| 6M | +8.4% | +28.1% | -19.7% | -33.6% |
| YTD | -4.2% | +23.6% | -27.8% | -37.8% |
| 1Y | +9.1% | +26.1% | -17.0% | -30.6% |
| 3Y | +1,025.6% | +116.8% | +908.7% | +229.5% |
| 5Y | +565.8% | +80.0% | +485.7% | +165.6% |
| All | +1,692.6% | +124.0% | +1,568.6% | +485.0% |
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 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