+689.7%
FLEX vs MTUM
+74.9%
+614.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -1.5% |
| 7D | +0.1% | +1.2% | -1.1% | -1.5% |
| 30D | -11.8% | -1.7% | -10.1% | -9.3% |
| 3M | -22.6% | -0.5% | -22.1% | -20.1% |
| 6M | +77.3% | +22.3% | +55.0% | +44.8% |
| YTD | +78.8% | +21.4% | +57.4% | +48.4% |
| 1Y | +86.1% | +20.0% | +66.0% | +57.5% |
| 3Y | +446.2% | +113.0% | +333.3% | +158.1% |
| 5Y | +689.7% | +77.3% | +612.4% | +335.5% |
| All | +689.7% | +74.9% | +614.8% | +335.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling