+2,177.6%
FLEX vs MTUM
+608.1%
+1,569.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +2.9% |
| 7D | +7.0% | +4.1% | +2.9% | +1.9% |
| 30D | -5.8% | -0.2% | -5.6% | -5.1% |
| 3M | -24.2% | -1.9% | -22.3% | -20.5% |
| 6M | +90.8% | +28.1% | +62.7% | +49.9% |
| YTD | +89.2% | +23.6% | +65.6% | +55.8% |
| 1Y | +104.7% | +26.1% | +78.6% | +66.0% |
| 3Y | +478.1% | +116.8% | +361.2% | +164.5% |
| 5Y | +726.2% | +80.0% | +646.2% | +362.4% |
| 10Y | +1,060.6% | +346.4% | +714.2% | +156.8% |
| All | +2,177.6% | +608.1% | +1,569.5% | +234.0% |
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