-49.5%
FLUT vs MTUM
+78.7%
-128.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.2% |
| 7D | +0.4% | +0.7% | -0.3% | 0.0% |
| 30D | +2.5% | -2.4% | +5.0% | +3.8% |
| 3M | -9.2% | -3.6% | -5.6% | -9.5% |
| 6M | -8.2% | +23.7% | -31.9% | -26.2% |
| YTD | -53.2% | +22.9% | -76.1% | -62.4% |
| 1Y | -65.6% | +21.8% | -87.3% | -72.1% |
| 3Y | -43.6% | +114.4% | -158.0% | -71.5% |
| All | -49.5% | +78.7% | -128.1% | -73.2% |
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 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