+349.5%
MTUM vs FLR
+19.7%
+329.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +0.7% | -3.5% | +4.2% | +1.2% |
| 30D | -2.4% | +4.2% | -6.6% | -3.0% |
| 3M | -3.6% | +8.1% | -11.7% | -4.9% |
| 6M | +23.7% | +21.5% | +2.1% | +20.0% |
| YTD | +22.9% | +36.8% | -13.9% | +17.4% |
| 1Y | +21.8% | +31.2% | -9.4% | +16.7% |
| 3Y | +114.4% | +53.9% | +60.6% | +98.5% |
| 5Y | +79.6% | +243.0% | -163.5% | +51.8% |
| All | +349.5% | +19.7% | +329.7% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling