+23.5%
FLUT vs MTUM
+608.1%
-584.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | +3.8% | +4.1% | -0.3% | +2.5% |
| 30D | +6.3% | -0.2% | +6.5% | +6.2% |
| 3M | -4.0% | -1.9% | -2.1% | -4.7% |
| 6M | -10.3% | +28.1% | -38.4% | -19.6% |
| YTD | -53.2% | +23.6% | -76.7% | -57.5% |
| 1Y | -65.0% | +26.1% | -91.2% | -68.5% |
| 3Y | -43.9% | +116.8% | -160.7% | -56.8% |
| 5Y | -49.2% | +80.0% | -129.3% | -60.2% |
| 10Y | -9.2% | +346.4% | -355.6% | -26.9% |
| All | +23.5% | +608.1% | -584.6% | +1.0% |
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