+111.5%
PPL vs MTUM
+599.3%
-487.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.7% |
| 7D | +2.7% | +1.7% | +0.9% | +2.0% |
| 30D | +0.5% | -1.7% | +2.1% | +1.0% |
| 3M | +0.7% | -6.3% | +7.0% | +2.1% |
| 6M | -7.6% | +21.8% | -29.4% | -16.4% |
| YTD | +1.8% | +22.0% | -20.2% | -8.1% |
| 1Y | -0.8% | +25.3% | -26.1% | -11.7% |
| 3Y | +56.9% | +112.1% | -55.3% | +5.8% |
| 5Y | +39.5% | +76.2% | -36.7% | +1.8% |
| 10Y | +55.4% | +340.1% | -284.8% | -35.0% |
| All | +111.5% | +599.3% | -487.8% | -27.9% |
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