+34.3%
FANG vs MDY
+17.5%
+16.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -4.7% |
| 7D | -11.3% | +1.7% | -13.0% | -10.6% |
| 30D | -0.7% | +1.2% | -1.8% | 0.0% |
| 3M | -4.2% | -3.5% | -0.7% | -5.4% |
| 6M | -13.5% | +3.5% | -17.0% | -12.3% |
| YTD | +23.7% | +13.6% | +10.1% | +25.3% |
| 1Y | +34.3% | +17.1% | +17.3% | +34.9% |
| All | +34.3% | +17.5% | +16.8% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling