+479.8%
FLEX vs MTUM
+114.7%
+365.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.3% | +5.9% | +5.2% |
| 7D | +5.7% | +0.7% | +5.0% | +4.8% |
| 30D | -7.0% | -2.4% | -4.6% | -2.9% |
| 3M | -23.8% | -3.6% | -20.2% | -17.8% |
| 6M | +82.6% | +23.7% | +59.0% | +42.1% |
| YTD | +91.6% | +22.9% | +68.7% | +51.4% |
| 1Y | +100.6% | +21.8% | +78.8% | +61.5% |
| 3Y | +479.8% | +114.4% | +365.3% | +196.9% |
| All | +479.8% | +114.7% | +365.0% | +196.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling