+1,394.0%
FLEX vs MTUM
+525.0%
+869.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -1.5% |
| 7D | +7.5% | +6.6% | +0.8% | -0.4% |
| 30D | -25.3% | -10.8% | -14.5% | -12.3% |
| 3M | -39.7% | -13.8% | -25.9% | -25.4% |
| 6M | -47.9% | -10.7% | -37.2% | -36.8% |
| YTD | +24.1% | +9.1% | +15.0% | +22.4% |
| 1Y | +26.0% | +11.4% | +14.6% | +21.6% |
| 3Y | +282.7% | +88.8% | +193.9% | +113.0% |
| 5Y | +424.2% | +51.7% | +372.5% | +269.8% |
| 10Y | +613.8% | +307.9% | +305.8% | +82.7% |
| All | +1,394.0% | +525.0% | +869.0% | +162.2% |
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