-44.6%
FLUT vs MTUM
+112.0%
-156.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | -3.6% | +1.2% | -4.8% | -4.2% |
| 30D | -0.3% | -1.7% | +1.3% | +0.2% |
| 3M | -12.6% | -0.5% | -12.2% | -15.3% |
| 6M | -8.0% | +22.3% | -30.3% | -25.6% |
| YTD | -54.1% | +21.4% | -75.5% | -62.8% |
| 1Y | -66.1% | +20.0% | -86.1% | -72.3% |
| All | -44.6% | +112.0% | -156.6% | -74.7% |
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 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