+67.9%
PPL vs MTUM
+307.2%
-239.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.0% |
| 7D | -0.4% | +6.6% | -7.0% | -2.6% |
| 30D | +2.6% | -10.8% | +13.5% | +6.2% |
| 3M | +0.8% | -13.8% | +14.6% | +5.3% |
| 6M | +1.4% | -10.7% | +12.1% | +3.4% |
| YTD | +4.3% | +9.1% | -4.8% | -2.3% |
| 1Y | +0.8% | +11.4% | -10.6% | -6.6% |
| 3Y | +57.9% | +88.8% | -30.9% | +11.7% |
| 5Y | +48.3% | +51.7% | -3.4% | +15.5% |
| All | +67.9% | +307.2% | -239.4% | -25.4% |
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 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