+113.9%
PPL vs MTUM
+537.7%
-423.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.2% | +10.8% | -13.0% | -5.8% |
| 30D | +1.7% | -11.4% | +13.1% | +5.7% |
| 3M | +0.1% | -11.7% | +11.8% | +4.1% |
| 6M | -1.5% | -8.2% | +6.7% | -0.4% |
| YTD | +3.0% | +11.3% | -8.3% | -4.6% |
| 1Y | -1.4% | +11.0% | -12.5% | -8.7% |
| 3Y | +53.5% | +93.2% | -39.7% | +6.5% |
| 5Y | +46.4% | +54.8% | -8.4% | +12.2% |
| 10Y | +64.3% | +316.2% | -252.0% | -30.7% |
| All | +113.9% | +537.7% | -423.8% | -25.1% |
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