+114.4%
MTUM vs FLR
+54.2%
+60.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +0.7% | -3.5% | +4.2% | +1.6% |
| 30D | -2.4% | +4.2% | -6.6% | -3.6% |
| 3M | -3.6% | +8.1% | -11.7% | -6.1% |
| 6M | +23.7% | +21.5% | +2.1% | +16.3% |
| YTD | +22.9% | +36.8% | -13.9% | +12.3% |
| 1Y | +21.8% | +31.2% | -9.4% | +11.8% |
| 3Y | +114.4% | +53.9% | +60.6% | +77.3% |
| All | +114.4% | +54.2% | +60.3% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling