+25.0%
FLEX vs MTUM
+9.7%
+15.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.0% | -10.4% | -8.6% |
| 7D | -17.0% | -10.1% | -6.9% | +2.0% |
| 30D | -33.8% | -15.6% | -18.3% | -7.4% |
| 3M | -39.0% | -12.7% | -26.3% | -19.1% |
| 6M | -15.9% | -3.7% | -12.2% | -7.2% |
| YTD | +27.8% | +9.4% | +18.4% | +13.1% |
| 1Y | +25.0% | +10.2% | +14.7% | +9.7% |
| All | +25.0% | +9.7% | +15.3% | +9.7% |
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