-0.9%
PPL vs MTUM
+10.7%
-11.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.7% | -0.6% |
| 7D | -1.0% | +1.5% | -2.5% | -0.8% |
| 30D | +3.0% | -12.1% | +15.1% | +2.2% |
| 3M | +1.1% | -10.0% | +11.1% | +0.5% |
| 6M | -0.8% | -9.4% | +8.6% | -1.7% |
| YTD | +3.5% | +11.1% | -7.7% | +2.2% |
| 1Y | -0.9% | +10.8% | -11.7% | -2.5% |
| All | -0.9% | +10.7% | -11.6% | -2.5% |
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