+595.4%
MTUM vs FLR
+9.7%
+585.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | +1.2% | -6.9% | +8.1% | +2.3% |
| 30D | -1.7% | +1.1% | -2.8% | -1.9% |
| 3M | -0.5% | +14.3% | -14.8% | -2.6% |
| 6M | +22.3% | +19.1% | +3.2% | +18.7% |
| YTD | +21.4% | +35.1% | -13.8% | +15.7% |
| 1Y | +20.0% | +29.5% | -9.4% | +14.8% |
| 3Y | +113.0% | +53.0% | +60.0% | +95.7% |
| 5Y | +77.3% | +238.9% | -161.6% | +46.7% |
| 10Y | +350.5% | +17.4% | +333.1% | +318.9% |
| All | +595.4% | +9.7% | +585.7% | +591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling