+181.9%
FANG vs MDY
+177.2%
+4.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.1% |
| 7D | +2.9% | -1.9% | +4.7% | +5.1% |
| 30D | +2.6% | -4.6% | +7.3% | +8.2% |
| 3M | +7.6% | -1.2% | +8.8% | +8.1% |
| 6M | +17.3% | +9.2% | +8.1% | +2.7% |
| YTD | +38.7% | +13.1% | +25.6% | +15.6% |
| 1Y | +51.6% | +13.0% | +38.6% | +26.0% |
| 3Y | +50.0% | +49.2% | +0.7% | -14.5% |
| 5Y | +237.6% | +47.2% | +190.3% | +89.4% |
| All | +181.9% | +177.2% | +4.7% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling