+57.6%
PPL vs MTUM
+349.9%
-292.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | 0.0% | +4.1% | -4.1% | -1.4% |
| 30D | -1.3% | +0.6% | -1.9% | -1.5% |
| 3M | -2.6% | -0.6% | -1.9% | -3.3% |
| 6M | -8.4% | +25.3% | -33.8% | -17.7% |
| YTD | +0.2% | +23.8% | -23.6% | -9.7% |
| 1Y | -0.2% | +25.4% | -25.6% | -10.8% |
| 3Y | +52.9% | +117.3% | -64.4% | +3.1% |
| 5Y | +36.8% | +79.7% | -42.8% | 0.0% |
| 10Y | +57.6% | +359.6% | -302.0% | -37.7% |
| All | +57.6% | +349.9% | -292.3% | -37.7% |
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