+37.7%
PPL vs MTUM
+78.8%
-41.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.3% |
| 7D | +1.8% | +4.1% | -2.3% | +1.0% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | 0.0% | -1.9% | +2.0% | -0.1% |
| 6M | -7.6% | +28.1% | -35.7% | -13.7% |
| YTD | +1.7% | +23.6% | -21.8% | -4.3% |
| 1Y | +1.5% | +26.1% | -24.6% | -5.1% |
| 3Y | +55.3% | +116.8% | -61.6% | +18.0% |
| 5Y | +37.7% | +80.0% | -42.3% | +5.8% |
| All | +37.7% | +78.8% | -41.1% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling