Your speed is your own natural speed
the mounted combat rules state:
The initiative of a controlled mount changes to match yours when you mount it. It moves as you direct it, and it has only three action options: Dash, Disengage, and Dodge. A controlled mount can move and act even on the turn that you mount it. An independent mount retains its place in the initiative order.
The mount and you may share initiative if you control it. However, despite possibly sharing initiative scores, you each still have your own distinct turns and statistics. That means that your own statistics, including your speed, do not change when mounted. Effectively, the mount may be carrying you around but it's doing so by using its own speed; you're not using your own. This is true regardless of whether you are personally directing the mount or not.
Since the paladin's class features do not specifically extend to any potential mount, the speed referred to in this feature is the paladin's speed.
This means that your mount technically can't move with you when you use this feature
Since the Relentless Avenger class feature only applies to you, not to your mount, the mount cannot move using this feature. This would mean that to use it, you would have to dismount and run the distance on foot. The dismounting rules state:
Once during your move, you can mount a creature that is within 5 feet of you or dismount. Doing so costs an amount of movement equal to half your speed.
Assuming that you can dismount using the movement granted from this feature, all of the movement the feature allows would be used up by the dismount.